-52.9%
NVO vs TXG
+43.8%
-96.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.5% | -2.5% |
| 7D | -7.6% | +9.5% | -17.1% | -8.7% |
| 30D | -6.0% | +18.8% | -24.7% | -8.1% |
| 3M | -0.8% | +136.1% | -136.9% | -11.9% |
| 6M | +16.5% | +235.2% | -218.8% | -1.9% |
| YTD | -11.1% | +320.5% | -331.7% | -27.6% |
| 1Y | -16.7% | +425.2% | -441.9% | -35.1% |
| 3Y | -52.9% | +42.9% | -95.8% | -61.5% |
| All | -52.9% | +43.8% | -96.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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