+42.8%
TSM vs NVTS
+6.9%
+35.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -0.5% |
| 7D | +6.2% | +3.9% | +2.3% | +5.4% |
| 30D | -7.3% | -4.3% | -2.9% | -6.9% |
| 3M | -7.1% | -34.5% | +27.4% | -1.6% |
| 6M | +0.2% | -57.7% | +58.0% | +9.9% |
| YTD | +32.2% | +25.4% | +6.9% | +14.8% |
| 1Y | +42.8% | +13.1% | +29.6% | +26.4% |
| All | +42.8% | +6.9% | +35.9% | +26.4% |
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