+181.4%
TGT vs NVT
+731.8%
-550.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | -1.0% |
| 7D | -5.2% | +4.1% | -9.3% | -6.1% |
| 30D | +1.2% | -5.1% | +6.3% | +2.1% |
| 3M | +18.4% | -1.2% | +19.6% | +17.2% |
| 6M | +33.4% | +46.6% | -13.1% | +18.3% |
| YTD | +63.8% | +60.0% | +3.8% | +41.0% |
| 1Y | +77.2% | +70.8% | +6.4% | +48.9% |
| 3Y | +41.8% | +187.5% | -145.8% | -1.4% |
| 5Y | -25.5% | +426.1% | -451.7% | -57.1% |
| All | +181.4% | +731.8% | -550.3% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling