-13.3%
TLT vs NVT
+488.5%
-501.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -3.1% | +8.0% | -11.1% | -2.7% |
| 30D | +1.0% | -24.8% | +25.8% | -0.1% |
| 3M | -2.7% | -32.4% | +29.7% | -4.2% |
| 6M | -4.1% | -33.5% | +29.3% | -5.6% |
| YTD | -5.4% | +13.2% | -18.5% | -3.9% |
| 1Y | -7.0% | +9.0% | -16.0% | -5.7% |
| 3Y | +2.8% | +129.4% | -126.6% | +10.6% |
| 5Y | -35.4% | +230.1% | -265.4% | -27.6% |
| All | -13.3% | +488.5% | -501.7% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling