+54.2%
NVS vs TLN
+571.8%
-517.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.1% |
| 7D | -15.7% | +2.0% | -17.7% | -15.7% |
| 30D | -11.1% | -12.9% | +1.9% | -11.3% |
| 3M | -7.2% | -7.4% | +0.3% | -7.4% |
| 6M | -12.3% | -6.0% | -6.3% | -12.4% |
| YTD | +2.8% | -16.9% | +19.6% | +2.5% |
| 1Y | +11.9% | -22.6% | +34.6% | +11.5% |
| 3Y | +55.1% | +469.0% | -414.0% | +51.3% |
| All | +54.2% | +571.8% | -517.6% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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