-24.5%
TGT vs NVTS
-14.2%
-10.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.1% |
| 7D | -0.6% | +9.7% | -10.3% | -1.1% |
| 30D | +9.5% | -13.6% | +23.1% | +10.2% |
| 3M | +32.3% | -51.0% | +83.2% | +36.2% |
| 6M | +37.0% | +46.3% | -9.3% | +29.9% |
| YTD | +71.0% | +68.1% | +3.0% | +59.6% |
| 1Y | +85.0% | +113.9% | -28.9% | +67.4% |
| 3Y | +46.8% | +45.3% | +1.5% | +29.1% |
| All | -24.5% | -14.2% | -10.3% | -39.6% |
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