+711.6%
TT vs NVT
+699.2%
+12.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.3% |
| 7D | 0.0% | +5.1% | -5.1% | -2.3% |
| 30D | -7.2% | -3.7% | -3.5% | -5.9% |
| 3M | -3.0% | -10.1% | +7.2% | +0.7% |
| 6M | +1.4% | +37.5% | -36.1% | -14.5% |
| YTD | +15.9% | +53.7% | -37.8% | -7.7% |
| 1Y | +9.4% | +70.9% | -61.4% | -17.9% |
| 3Y | +124.4% | +180.4% | -56.0% | +25.3% |
| 5Y | +138.0% | +393.5% | -255.5% | -1.3% |
| All | +711.6% | +699.2% | +12.4% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling