+860.3%
TTMI vs NVTS
-14.2%
+874.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.8% |
| 7D | +12.2% | +9.7% | +2.5% | +10.8% |
| 30D | -5.7% | -13.6% | +7.9% | -3.7% |
| 3M | -27.5% | -51.0% | +23.5% | -20.9% |
| 6M | +47.1% | +46.3% | +0.8% | +40.1% |
| YTD | +87.5% | +68.1% | +19.4% | +74.5% |
| 1Y | +175.2% | +113.9% | +61.3% | +148.3% |
| 3Y | +901.9% | +45.3% | +856.7% | +790.2% |
| All | +860.3% | -14.2% | +874.4% | +656.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling