+31.9%
NVDL vs TSN
-13.3%
+45.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.4% |
| 7D | -0.8% | -7.3% | +6.5% | -4.8% |
| 30D | +3.4% | -8.6% | +12.0% | -1.3% |
| 3M | +8.1% | -7.5% | +15.6% | +4.1% |
| 6M | +31.9% | -14.1% | +46.0% | +24.1% |
| All | +31.9% | -13.3% | +45.2% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling