+36.0%
NVS vs TD
+61.0%
-25.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.9% |
| 7D | +5.7% | +1.4% | +4.3% | +5.3% |
| 30D | +17.1% | +10.2% | +6.8% | +14.7% |
| 3M | +7.6% | +8.1% | -0.5% | +5.7% |
| 6M | +14.1% | +22.3% | -8.2% | +6.7% |
| YTD | +23.3% | +39.0% | -15.7% | +10.9% |
| 1Y | +36.0% | +62.6% | -26.6% | +18.6% |
| All | +36.0% | +61.0% | -25.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling