+2,006.6%
NVO vs TDG
+13,008.0%
-11,001.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.4% |
| 7D | -7.6% | -1.9% | -5.7% | -7.2% |
| 30D | -6.0% | -7.7% | +1.7% | -4.3% |
| 3M | -0.8% | -9.3% | +8.6% | +1.3% |
| 6M | +16.5% | -9.4% | +25.8% | +18.7% |
| YTD | -11.1% | -14.3% | +3.1% | -7.9% |
| 1Y | -16.7% | -11.8% | -4.9% | -14.3% |
| 3Y | -52.9% | +52.0% | -104.9% | -57.2% |
| 5Y | -3.0% | +128.8% | -131.8% | -20.2% |
| 10Y | +147.1% | +543.8% | -396.8% | +46.3% |
| All | +2,006.6% | +13,008.0% | -11,001.4% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling