-39.9%
NVO vs TLN
+574.4%
-614.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -7.6% | -1.3% | -6.2% | -7.5% |
| 30D | -6.0% | -14.3% | +8.4% | -4.9% |
| 3M | -0.8% | -9.3% | +8.5% | -0.7% |
| 6M | +16.5% | -1.1% | +17.6% | +15.3% |
| YTD | -11.1% | -16.6% | +5.4% | -11.2% |
| 1Y | -16.7% | -22.0% | +5.3% | -16.4% |
| 3Y | -52.9% | +470.2% | -523.1% | -69.3% |
| All | -39.9% | +574.4% | -614.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling