+1,078.6%
NVS vs TD
+5,588.0%
-4,509.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.9% | -13.0% | -13.7% |
| 7D | -14.6% | +0.9% | -15.5% | -14.8% |
| 30D | -11.9% | -0.7% | -11.3% | -11.8% |
| 3M | -6.0% | +6.3% | -12.2% | -7.7% |
| 6M | -11.4% | +27.9% | -39.3% | -17.6% |
| YTD | +2.9% | +29.8% | -26.9% | -4.7% |
| 1Y | +10.2% | +63.7% | -53.4% | -4.6% |
| 3Y | +55.3% | +128.3% | -73.0% | +21.3% |
| 5Y | +89.6% | +125.5% | -35.9% | +47.1% |
| 10Y | +176.1% | +296.7% | -120.6% | +78.7% |
| All | +1,078.6% | +5,588.0% | -4,509.4% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling