+136.0%
NVO vs TMF
-86.4%
+222.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -5.1% | -2.5% | -7.5% |
| 30D | -6.0% | -4.6% | -1.4% | -5.9% |
| 3M | -0.8% | -16.6% | +15.8% | -0.7% |
| 6M | +16.5% | -19.9% | +36.3% | +16.5% |
| YTD | -11.1% | -20.2% | +9.0% | -11.1% |
| 1Y | -16.7% | -27.7% | +11.0% | -16.6% |
| 3Y | -52.9% | -43.9% | -9.0% | -53.0% |
| 5Y | -3.0% | -88.4% | +85.4% | -6.3% |
| All | +136.0% | -86.4% | +222.5% | +120.3% |
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