-27.7%
TGT vs NVTS
-16.8%
-10.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.2% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | +1.2% | -16.5% | +17.7% | +2.0% |
| 3M | +18.4% | -47.6% | +66.0% | +21.6% |
| 6M | +33.4% | +7.3% | +26.2% | +29.1% |
| YTD | +63.8% | +62.9% | +0.9% | +53.0% |
| 1Y | +77.2% | +91.3% | -14.1% | +61.4% |
| 3Y | +41.8% | +43.4% | -1.6% | +24.6% |
| All | -27.7% | -16.8% | -10.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling