+153.3%
TT vs NVTS
-32.9%
+186.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +0.8% | +9.6% | -8.8% | +0.3% |
| 30D | -11.8% | -13.0% | +1.2% | -11.4% |
| 3M | -11.6% | -28.8% | +17.2% | -10.4% |
| 6M | -9.3% | -48.5% | +39.2% | -7.6% |
| YTD | +8.9% | +31.4% | -22.5% | +5.2% |
| 1Y | -2.2% | -2.3% | +0.1% | -4.4% |
| 3Y | +91.9% | +49.8% | +42.0% | +76.4% |
| 5Y | +136.0% | -43.2% | +179.2% | +113.3% |
| All | +153.3% | -32.9% | +186.2% | +131.5% |
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