-16.7%
NVO vs TDG
-11.6%
-5.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -7.6% | -1.9% | -5.7% | -6.6% |
| 30D | -6.0% | -7.7% | +1.7% | -2.0% |
| 3M | -0.8% | -9.3% | +8.6% | +3.5% |
| 6M | +16.5% | -9.4% | +25.8% | +21.2% |
| YTD | -11.1% | -14.3% | +3.1% | +1.5% |
| 1Y | -16.7% | -11.8% | -4.9% | -4.6% |
| All | -16.7% | -11.6% | -5.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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