+1,258.0%
NVO vs TMF
-72.0%
+1,330.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.3% |
| 7D | +3.3% | -9.3% | +12.5% | +2.8% |
| 30D | +9.2% | +1.9% | +7.3% | +9.3% |
| 3M | -9.8% | -11.2% | +1.5% | -10.3% |
| 6M | -10.4% | -17.7% | +7.3% | -11.4% |
| YTD | -14.1% | -24.5% | +10.4% | -15.3% |
| 1Y | -11.1% | -29.4% | +18.3% | -12.7% |
| 3Y | -54.9% | -33.4% | -21.5% | -55.5% |
| 5Y | -17.4% | -88.7% | +71.3% | -28.1% |
| 10Y | +214.4% | -82.5% | +296.8% | +200.3% |
| All | +1,258.0% | -72.0% | +1,330.0% | +1,556.9% |
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