+2,622.7%
NVDL vs TSN
-9.5%
+2,632.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.2% |
| 7D | -0.8% | -7.3% | +6.5% | -3.6% |
| 30D | +3.4% | -8.6% | +12.0% | +0.1% |
| 3M | +8.1% | -7.5% | +15.6% | +5.8% |
| 6M | +31.9% | -14.1% | +46.0% | +26.5% |
| YTD | +21.1% | -9.4% | +30.5% | +18.8% |
| 1Y | +34.0% | -4.1% | +38.1% | +34.7% |
| 3Y | +677.9% | +10.3% | +667.6% | +691.4% |
| All | +2,622.7% | -9.5% | +2,632.3% | +3,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling