-16.7%
NVO vs TMF
-26.8%
+10.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -7.6% | -5.1% | -2.5% | -7.1% |
| 30D | -6.0% | -4.6% | -1.4% | -5.5% |
| 3M | -0.8% | -16.6% | +15.8% | +0.3% |
| 6M | +16.5% | -19.9% | +36.3% | +17.0% |
| YTD | -11.1% | -20.2% | +9.0% | -10.6% |
| 1Y | -16.7% | -27.7% | +11.0% | -15.7% |
| All | -16.7% | -26.8% | +10.1% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling