+16.0%
TFC vs NVT
+399.9%
-383.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | -2.5% | +2.0% | -4.5% | -3.3% |
| 30D | -2.8% | -7.2% | +4.3% | -0.6% |
| 3M | +2.1% | -0.9% | +3.1% | +0.5% |
| 6M | +10.1% | +42.6% | -32.5% | -8.5% |
| YTD | +5.4% | +52.9% | -47.5% | -15.5% |
| 1Y | +16.3% | +64.5% | -48.1% | -11.1% |
| 3Y | +95.9% | +178.0% | -82.1% | +3.9% |
| 5Y | +16.0% | +402.8% | -386.8% | -58.7% |
| All | +16.0% | +399.9% | -383.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling