+32,286.4%
NVO vs TSN
+896.6%
+31,389.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -4.7% | -7.3% | +2.6% | -3.9% |
| 30D | -5.4% | -8.6% | +3.2% | -4.5% |
| 3M | +7.0% | -7.5% | +14.5% | +8.0% |
| 6M | +17.6% | -14.1% | +31.7% | +19.6% |
| YTD | -8.0% | -9.4% | +1.4% | -7.1% |
| 1Y | -13.8% | -4.1% | -9.8% | -13.6% |
| 3Y | -50.3% | +10.3% | -60.6% | -51.2% |
| 5Y | +0.7% | -19.7% | +20.4% | +1.8% |
| 10Y | +155.6% | -7.0% | +162.6% | +147.6% |
| All | +32,286.4% | +896.6% | +31,389.8% | +19,979.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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