-3.1%
NVO vs TFC
+15.3%
-18.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -7.6% | -2.4% | -5.2% | -7.2% |
| 30D | -6.0% | -3.4% | -2.6% | -5.5% |
| 3M | -0.8% | +0.4% | -1.2% | -0.9% |
| 6M | +16.5% | +12.7% | +3.8% | +14.1% |
| YTD | -11.1% | +5.6% | -16.7% | -12.1% |
| 1Y | -16.7% | +16.0% | -32.7% | -18.8% |
| 3Y | -52.9% | +94.0% | -146.9% | -57.1% |
| All | -3.1% | +15.3% | -18.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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