+79.7%
NVS vs TLN
+733.8%
-654.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -1.0% | +22.3% | -23.3% | -0.4% |
| 30D | +12.5% | +1.2% | +11.3% | +12.7% |
| 3M | +5.2% | +5.9% | -0.7% | +5.6% |
| 6M | +8.2% | +3.2% | +4.9% | +8.6% |
| YTD | +19.8% | +3.2% | +16.6% | +20.3% |
| 1Y | +24.8% | +5.2% | +19.6% | +25.5% |
| 3Y | +90.0% | +606.3% | -516.2% | +87.5% |
| All | +79.7% | +733.8% | -654.1% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling