+2,490.2%
NVDL vs TSN
-7.4%
+2,497.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | +0.2% |
| 7D | -10.3% | +3.0% | -13.4% | -9.2% |
| 30D | -7.1% | -4.2% | -2.9% | -8.4% |
| 3M | +6.6% | -3.9% | +10.5% | +5.9% |
| 6M | +21.1% | -9.8% | +30.9% | +18.3% |
| YTD | +15.2% | -7.3% | +22.5% | +14.1% |
| 1Y | +18.8% | -2.2% | +21.0% | +20.4% |
| 3Y | +649.9% | +11.9% | +638.0% | +672.4% |
| All | +2,490.2% | -7.4% | +2,497.5% | +2,912.8% |
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