+2.9%
TFC vs NVTS
-15.6%
+18.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.2% |
| 7D | +2.4% | +2.7% | -0.3% | +2.3% |
| 30D | -1.3% | -4.5% | +3.2% | -1.2% |
| 3M | +6.1% | -61.5% | +67.6% | +10.6% |
| 6M | +7.3% | +28.0% | -20.6% | +3.3% |
| YTD | +8.2% | +65.3% | -57.1% | +1.9% |
| 1Y | +14.4% | +113.0% | -98.6% | +4.7% |
| 3Y | +93.7% | +34.7% | +59.0% | +76.0% |
| All | +2.9% | -15.6% | +18.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 all: compounded portfolio wealth divided by compounded NVTS 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…
all analysis · Full analysis span regression · 6 months rolling