+80.0%
NVS vs TLN
+710.8%
-630.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.1% |
| 7D | -1.3% | +11.0% | -12.3% | -0.9% |
| 30D | +9.3% | +4.9% | +4.4% | +9.5% |
| 3M | +5.8% | +4.9% | +0.9% | +6.2% |
| 6M | +7.2% | +7.1% | +0.1% | +7.6% |
| YTD | +20.0% | +0.3% | +19.6% | +20.4% |
| 1Y | +25.4% | +5.9% | +19.5% | +26.1% |
| 3Y | +89.2% | +578.5% | -489.3% | +86.6% |
| All | +80.0% | +710.8% | -630.8% | +83.3% |
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