+168.5%
TT vs NVTS
-14.2%
+182.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.6% | +9.7% | -8.1% | +1.1% |
| 30D | -7.3% | -13.6% | +6.3% | -6.7% |
| 3M | -2.6% | -51.0% | +48.4% | +0.1% |
| 6M | +5.9% | +46.3% | -40.4% | +2.6% |
| YTD | +15.4% | +68.1% | -52.7% | +10.5% |
| 1Y | +8.2% | +113.9% | -105.7% | +1.6% |
| 3Y | +122.7% | +45.3% | +77.4% | +107.8% |
| All | +168.5% | -14.2% | +182.6% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling