+287.4%
TSM vs NVTS
-28.0%
+315.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.4% | -3.1% | +3.4% |
| 7D | +4.4% | +7.9% | -3.5% | +3.5% |
| 30D | -7.0% | +0.8% | -7.8% | -7.3% |
| 3M | -1.8% | -26.0% | +24.2% | +1.0% |
| 6M | +2.7% | -55.5% | +58.2% | +9.7% |
| YTD | +37.1% | +41.0% | -3.9% | +25.9% |
| 1Y | +43.5% | +10.4% | +33.0% | +34.8% |
| 3Y | +341.5% | +60.9% | +280.6% | +258.9% |
| 5Y | +278.9% | -42.8% | +321.6% | +189.4% |
| All | +287.4% | -28.0% | +315.4% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling