+153.1%
TT vs NVTS
-31.5%
+184.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.3% | -6.6% | +4.1% |
| 7D | +1.7% | +20.8% | -19.1% | +0.7% |
| 30D | -11.8% | -11.1% | -0.7% | -11.5% |
| 3M | -12.6% | -31.0% | +18.4% | -11.4% |
| 6M | -9.4% | -47.4% | +38.0% | -7.7% |
| YTD | +8.8% | +34.2% | -25.4% | +5.1% |
| 1Y | -2.5% | +22.2% | -24.7% | -5.7% |
| 3Y | +95.7% | +68.4% | +27.3% | +77.9% |
| 5Y | +135.7% | -39.0% | +174.8% | +113.3% |
| All | +153.1% | -31.5% | +184.6% | +131.1% |
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 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