+192.5%
TMO vs NVT
+731.8%
-539.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.2% |
| 7D | -0.6% | +4.1% | -4.7% | -1.5% |
| 30D | +1.1% | -5.1% | +6.3% | +2.0% |
| 3M | +28.3% | -1.2% | +29.5% | +27.3% |
| 6M | +23.3% | +46.6% | -23.3% | +10.7% |
| YTD | +5.5% | +60.0% | -54.5% | -7.6% |
| 1Y | +24.5% | +70.8% | -46.2% | +7.0% |
| 3Y | +19.6% | +187.5% | -168.0% | -13.1% |
| 5Y | +8.1% | +426.1% | -418.0% | -33.0% |
| All | +192.5% | +731.8% | -539.2% | +56.4% |
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