+401.5%
TPR vs NVT
+115.2%
+286.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -2.9% |
| 7D | +14.2% | -15.7% | +29.9% | +18.0% |
| 30D | +17.1% | -36.6% | +53.7% | +30.3% |
| 3M | -17.7% | -34.8% | +17.1% | -9.9% |
| 6M | -10.2% | -38.2% | +28.1% | -0.9% |
| YTD | +4.9% | +4.8% | +0.1% | -6.4% |
| 1Y | +36.1% | -2.8% | +38.9% | +24.8% |
| All | +401.5% | +115.2% | +286.3% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling