+1,420.1%
NVO vs TMF
-68.9%
+1,489.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +2.2% | -1.4% | +3.6% | +2.1% |
| 30D | +6.0% | -2.8% | +8.8% | +5.8% |
| 3M | +7.9% | -10.9% | +18.8% | +7.2% |
| 6M | +27.1% | -21.3% | +48.4% | +25.4% |
| YTD | -3.8% | -15.9% | +12.0% | -4.7% |
| 1Y | -12.8% | -15.7% | +2.9% | -13.5% |
| 3Y | -46.3% | -43.4% | -2.9% | -47.6% |
| 5Y | +3.6% | -87.8% | +91.3% | -9.4% |
| 10Y | +157.0% | -86.7% | +243.8% | +135.4% |
| All | +1,420.1% | -68.9% | +1,489.0% | +1,765.1% |
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