+89.6%
NVS vs TMF
-87.6%
+177.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.1% | -13.8% | -13.9% |
| 7D | -14.6% | +1.0% | -15.6% | -14.6% |
| 30D | -11.9% | -1.8% | -10.1% | -11.8% |
| 3M | -6.0% | -8.2% | +2.3% | -5.6% |
| 6M | -11.4% | -19.5% | +8.1% | -10.5% |
| YTD | +2.9% | -16.0% | +18.9% | +3.8% |
| 1Y | +10.2% | -22.5% | +32.7% | +11.5% |
| 3Y | +55.3% | -42.3% | +97.6% | +57.3% |
| 5Y | +89.6% | -87.7% | +177.3% | +81.4% |
| All | +89.6% | -87.6% | +177.2% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling