+1,226.0%
NVO vs TMF
-71.6%
+1,297.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -1.3% |
| 7D | +0.9% | -8.2% | +9.0% | +0.4% |
| 30D | +6.8% | +5.3% | +1.5% | +7.1% |
| 3M | -11.3% | -8.5% | -2.8% | -11.7% |
| 6M | -12.4% | -17.2% | +4.8% | -13.3% |
| YTD | -16.1% | -23.4% | +7.3% | -17.3% |
| 1Y | -15.1% | -30.2% | +15.2% | -16.7% |
| 3Y | -56.2% | -32.9% | -23.2% | -56.7% |
| 5Y | -19.4% | -88.5% | +69.2% | -29.8% |
| 10Y | +207.0% | -82.2% | +289.2% | +193.4% |
| All | +1,226.0% | -71.6% | +1,297.7% | +1,519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling