-54.2%
NVD vs TSN
-1.7%
-52.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +10.8% | +3.0% | +7.8% | +8.9% |
| 30D | +0.8% | -4.2% | +4.9% | +3.2% |
| 3M | -20.8% | -3.9% | -16.9% | -18.2% |
| 6M | -41.2% | -9.8% | -31.3% | -38.4% |
| YTD | -44.2% | -7.3% | -36.9% | -42.3% |
| 1Y | -54.2% | -2.2% | -52.0% | -53.4% |
| All | -54.2% | -1.7% | -52.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling