+181.2%
NVS vs TMF
-86.2%
+267.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -15.4% | -0.9% | -14.5% | -15.4% |
| 30D | -12.3% | -1.0% | -11.3% | -12.3% |
| 3M | -7.8% | -11.3% | +3.5% | -7.9% |
| 6M | -13.0% | -22.7% | +9.7% | -13.2% |
| YTD | +2.8% | -17.3% | +20.1% | +2.6% |
| 1Y | +10.6% | -22.5% | +33.1% | +10.4% |
| 3Y | +55.1% | -43.2% | +98.3% | +53.9% |
| 5Y | +91.7% | -88.3% | +180.0% | +73.2% |
| 10Y | +181.2% | -86.0% | +267.2% | +154.6% |
| All | +181.2% | -86.2% | +267.4% | +154.6% |
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