-98.5%
NVD vs TSN
+20.4%
-119.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.4% |
| 7D | +28.6% | -1.4% | +30.1% | +29.9% |
| 30D | +73.6% | +8.5% | +65.1% | +65.1% |
| 3M | +70.1% | +5.3% | +64.8% | +64.8% |
| 6M | +53.6% | -10.5% | +64.1% | +63.5% |
| YTD | -7.0% | +3.0% | -10.0% | -9.6% |
| 1Y | -9.0% | +12.1% | -21.1% | -16.5% |
| 3Y | -98.3% | +43.1% | -141.5% | -98.6% |
| All | -98.5% | +20.4% | -119.0% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling