-4.0%
TLT vs NVTS
-56.0%
+52.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.4% |
| 7D | -2.7% | +21.6% | -24.3% | -2.9% |
| 30D | +2.2% | -8.5% | +10.7% | +2.3% |
| 3M | -1.7% | -31.4% | +29.6% | -1.3% |
| 6M | -4.0% | -50.3% | +46.4% | -3.5% |
| All | -4.0% | -56.0% | +52.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling