+0.8%
TFC vs NVT
+226.5%
-225.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +2.3% | +8.0% | -5.7% | -0.1% |
| 30D | +10.8% | -24.8% | +35.6% | +19.1% |
| 3M | -3.8% | -32.4% | +28.7% | +6.4% |
| 6M | +9.6% | -33.5% | +43.0% | +19.9% |
| YTD | +5.8% | +13.2% | -7.4% | -8.8% |
| 1Y | +16.2% | +9.0% | +7.2% | +1.3% |
| 3Y | +96.0% | +129.4% | -33.4% | +4.5% |
| All | +0.8% | +226.5% | -225.8% | -59.1% |
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