-0.9%
TLT vs NVT
+184.0%
-185.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -0.3% | +7.0% | -7.3% | -0.3% |
| 30D | 0.0% | -2.3% | +2.3% | 0.0% |
| 3M | -2.9% | -3.1% | +0.2% | -2.9% |
| 6M | -6.3% | +47.0% | -53.3% | -6.6% |
| YTD | -3.3% | +56.2% | -59.6% | -3.8% |
| 1Y | -4.2% | +74.5% | -78.8% | -4.8% |
| All | -0.9% | +184.0% | -185.0% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling