+25.4%
TMO vs NVTS
-9.1%
+34.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.0% | -7.9% | +1.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.2% |
| 30D | +4.3% | -24.4% | +28.7% | +3.9% |
| 3M | +25.1% | -26.5% | +51.6% | +24.6% |
| 6M | +52.9% | -41.4% | +94.3% | +50.1% |
| YTD | +22.2% | +30.7% | -8.5% | +14.4% |
| 1Y | +25.4% | -10.8% | +36.2% | +17.7% |
| All | +25.4% | -9.1% | +34.4% | +17.7% |
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