+174.9%
NVS vs TD
+306.3%
-131.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -14.3% | -0.5% | -13.7% | -14.1% |
| 30D | -10.0% | -1.9% | -8.1% | -9.5% |
| 3M | -10.9% | +4.8% | -15.6% | -12.5% |
| 6M | -12.0% | +28.0% | -39.9% | -19.0% |
| YTD | +2.5% | +30.3% | -27.8% | -6.4% |
| 1Y | +10.7% | +59.8% | -49.1% | -5.6% |
| 3Y | +53.3% | +124.7% | -71.4% | +15.6% |
| 5Y | +93.6% | +127.0% | -33.4% | +43.3% |
| All | +174.9% | +306.3% | -131.4% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling