-4.5%
TT vs NVT
+3.0%
-7.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.7% | +11.1% | +2.8% |
| 7D | -8.5% | -19.5% | +11.0% | -1.5% |
| 30D | -12.8% | -32.4% | +19.6% | -0.5% |
| 3M | -12.9% | -30.3% | +17.5% | -2.2% |
| 6M | -15.2% | -30.4% | +15.2% | -5.0% |
| YTD | +6.2% | +11.3% | -5.1% | -1.0% |
| 1Y | -4.5% | +3.6% | -8.1% | -9.0% |
| All | -4.5% | +3.0% | -7.5% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling