+773.8%
TTMI vs NVT
+731.8%
+42.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.3% | +0.3% |
| 7D | +0.7% | +4.1% | -3.4% | -1.9% |
| 30D | -8.4% | -5.1% | -3.3% | -4.8% |
| 3M | -32.5% | -1.2% | -31.3% | -30.7% |
| 6M | +32.5% | +46.6% | -14.1% | +8.0% |
| YTD | +83.2% | +60.0% | +23.3% | +42.9% |
| 1Y | +161.7% | +70.8% | +90.9% | +100.1% |
| 3Y | +890.1% | +187.5% | +702.6% | +444.5% |
| 5Y | +832.4% | +426.1% | +406.3% | +263.3% |
| All | +773.8% | +731.8% | +42.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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