-51.3%
NVO vs TT
+120.7%
-172.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -4.7% | +1.4% | -6.1% | -5.0% |
| 30D | -5.4% | -6.7% | +1.2% | -4.0% |
| 3M | +7.0% | -5.4% | +12.4% | +7.7% |
| 6M | +17.6% | +4.4% | +13.2% | +14.4% |
| YTD | -8.0% | +14.9% | -23.0% | -13.3% |
| 1Y | -13.8% | +9.3% | -23.1% | -17.6% |
| All | -51.3% | +120.7% | -172.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling