+251.0%
NVS vs TMF
-81.8%
+332.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.8% | -3.4% | +0.5% | -2.8% |
| 30D | +11.5% | +11.5% | 0.0% | +11.5% |
| 3M | +3.7% | -4.5% | +8.2% | +3.7% |
| 6M | +10.4% | -15.0% | +25.4% | +10.3% |
| YTD | +19.8% | -19.9% | +39.7% | +19.7% |
| 1Y | +26.6% | -26.6% | +53.2% | +26.3% |
| 3Y | +90.1% | -29.8% | +119.9% | +90.3% |
| 5Y | +133.4% | -88.2% | +221.6% | +111.7% |
| 10Y | +251.0% | -81.4% | +332.3% | +218.9% |
| All | +251.0% | -81.8% | +332.7% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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