+838.7%
TTMI vs NVTS
-16.8%
+855.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -1.0% | +2.8% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -8.4% | -16.5% | +8.1% | -6.1% |
| 3M | -32.5% | -47.6% | +15.2% | -26.8% |
| 6M | +32.5% | +7.3% | +25.2% | +30.8% |
| YTD | +83.2% | +62.9% | +20.4% | +71.3% |
| 1Y | +161.7% | +91.3% | +70.4% | +138.9% |
| 3Y | +890.1% | +43.4% | +846.7% | +780.8% |
| All | +838.7% | -16.8% | +855.5% | +642.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling