+211.4%
NVO vs TMF
-81.8%
+293.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -1.0% |
| 7D | +0.9% | -8.2% | +9.0% | +0.9% |
| 30D | +6.8% | +5.3% | +1.5% | +6.8% |
| 3M | -11.3% | -8.5% | -2.8% | -11.2% |
| 6M | -12.4% | -17.2% | +4.8% | -12.3% |
| YTD | -16.1% | -23.4% | +7.3% | -16.0% |
| 1Y | -15.1% | -30.2% | +15.2% | -15.0% |
| 3Y | -56.2% | -32.9% | -23.2% | -56.2% |
| 5Y | -19.4% | -88.5% | +69.2% | -22.2% |
| All | +211.4% | -81.8% | +293.2% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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