+1,244.2%
NVO vs TNA
+924.1%
+320.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -7.6% | -7.3% | -0.3% | -6.5% |
| 30D | -6.0% | -14.2% | +8.2% | -3.8% |
| 3M | -0.8% | -4.6% | +3.8% | -0.4% |
| 6M | +16.5% | +36.9% | -20.5% | +10.1% |
| YTD | -11.1% | +42.5% | -53.7% | -16.5% |
| 1Y | -16.7% | +45.8% | -62.5% | -22.3% |
| 3Y | -52.9% | +104.7% | -157.6% | -60.5% |
| 5Y | -3.0% | -21.7% | +18.7% | -12.6% |
| 10Y | +147.1% | +83.8% | +63.2% | +60.5% |
| All | +1,244.2% | +924.1% | +320.2% | +397.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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