+169.6%
TT vs NVTS
-15.6%
+185.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | +0.3% |
| 7D | -0.2% | +2.7% | -2.9% | -0.4% |
| 30D | -7.4% | -4.5% | -2.9% | -7.3% |
| 3M | -3.2% | -61.5% | +58.3% | +0.5% |
| 6M | +1.1% | +28.0% | -26.9% | -1.4% |
| YTD | +15.6% | +65.3% | -49.6% | +10.8% |
| 1Y | +9.2% | +113.0% | -103.8% | +2.5% |
| 3Y | +124.4% | +34.7% | +89.7% | +110.8% |
| All | +169.6% | -15.6% | +185.2% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling