+167.4%
TT vs NVTS
-17.0%
+184.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | +1.4% | +3.5% | -2.1% | +1.2% |
| 30D | -6.7% | -11.9% | +5.3% | -6.2% |
| 3M | -5.4% | -49.2% | +43.8% | -2.9% |
| 6M | +4.4% | +38.4% | -34.0% | +1.4% |
| YTD | +14.9% | +62.5% | -47.5% | +10.2% |
| 1Y | +9.3% | +101.4% | -92.1% | +2.8% |
| 3Y | +121.7% | +40.4% | +81.3% | +107.3% |
| All | +167.4% | -17.0% | +184.4% | +142.5% |
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 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