+95.7%
TT vs NVTS
+58.3%
+37.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.6% | +4.3% |
| 7D | +1.7% | +20.8% | -19.1% | +1.0% |
| 30D | -11.8% | -11.1% | -0.7% | -11.6% |
| 3M | -12.6% | -31.0% | +18.4% | -11.7% |
| 6M | -9.4% | -47.4% | +38.0% | -8.2% |
| YTD | +8.8% | +34.2% | -25.4% | +6.8% |
| 1Y | -2.5% | +22.2% | -24.7% | -4.2% |
| 3Y | +95.7% | +68.4% | +27.3% | +91.7% |
| All | +95.7% | +58.3% | +37.3% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling