+271.6%
TSM vs NVTS
-32.9%
+304.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.3% |
| 7D | -2.1% | +9.6% | -11.6% | -3.1% |
| 30D | -12.5% | -13.0% | +0.5% | -11.4% |
| 3M | -5.0% | -28.8% | +23.8% | -1.8% |
| 6M | -3.2% | -48.5% | +45.3% | +1.5% |
| YTD | +31.5% | +31.4% | +0.1% | +21.8% |
| 1Y | +35.7% | -2.3% | +38.0% | +29.3% |
| 3Y | +323.5% | +49.8% | +273.7% | +247.1% |
| 5Y | +263.4% | -43.2% | +306.6% | +180.1% |
| All | +271.6% | -32.9% | +304.5% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling