-1.4%
TLT vs NVTS
+109.2%
-110.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | +0.2% |
| 7D | -0.4% | +2.7% | -3.1% | -0.4% |
| 30D | -0.6% | -4.5% | +3.9% | -0.6% |
| 3M | -2.7% | -61.5% | +58.8% | -2.6% |
| 6M | -5.6% | +28.0% | -33.6% | -5.3% |
| YTD | -2.8% | +65.3% | -68.0% | -2.5% |
| 1Y | -1.4% | +113.0% | -114.4% | -0.8% |
| All | -1.4% | +109.2% | -110.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling