+137.6%
NVS vs TMF
-88.4%
+226.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +13.9% | +16.3% | -2.4% | +12.8% |
| 3M | +4.7% | -2.7% | +7.4% | +4.8% |
| 6M | +12.1% | -13.2% | +25.3% | +12.9% |
| YTD | +22.3% | -16.7% | +39.0% | +23.4% |
| 1Y | +33.5% | -22.7% | +56.2% | +35.2% |
| 3Y | +94.7% | -26.1% | +120.8% | +96.6% |
| 5Y | +137.6% | -88.4% | +226.0% | +127.0% |
| All | +137.6% | -88.4% | +226.0% | +127.0% |
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