+814.5%
NVS vs TMF
-69.2%
+883.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.3% | +0.6% | +0.7% | +1.4% |
| 30D | +13.9% | +16.3% | -2.4% | +14.7% |
| 3M | +4.7% | -2.7% | +7.4% | +4.6% |
| 6M | +12.1% | -13.2% | +25.3% | +11.3% |
| YTD | +22.3% | -16.7% | +39.0% | +21.3% |
| 1Y | +33.5% | -22.7% | +56.2% | +31.8% |
| 3Y | +94.7% | -26.1% | +120.8% | +93.5% |
| 5Y | +137.6% | -88.4% | +226.0% | +106.1% |
| 10Y | +254.5% | -81.8% | +336.3% | +232.8% |
| All | +814.5% | -69.2% | +883.6% | +886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling