-51.3%
NVO vs TLN
+483.9%
-535.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.2% |
| 7D | -4.7% | +5.8% | -10.6% | -5.2% |
| 30D | -5.4% | -6.9% | +1.4% | -5.1% |
| 3M | +7.0% | -10.9% | +17.9% | +7.3% |
| 6M | +17.6% | -4.6% | +22.2% | +16.8% |
| YTD | -8.0% | -14.7% | +6.7% | -8.3% |
| 1Y | -13.8% | -17.9% | +4.1% | -13.9% |
| All | -51.3% | +483.9% | -535.2% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling