+793.8%
NVS vs TMF
-68.9%
+862.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +4.0% | -1.4% | +5.5% | +3.9% |
| 30D | +3.6% | -2.8% | +6.4% | +3.5% |
| 3M | +7.8% | -10.9% | +18.7% | +7.2% |
| 6M | -0.2% | -21.3% | +21.1% | -1.4% |
| YTD | +19.6% | -15.9% | +35.5% | +18.6% |
| 1Y | +28.4% | -15.7% | +44.1% | +27.4% |
| 3Y | +76.2% | -43.4% | +119.5% | +72.1% |
| 5Y | +111.1% | -87.8% | +198.8% | +84.3% |
| 10Y | +224.3% | -86.7% | +311.0% | +195.3% |
| All | +793.8% | -68.9% | +862.6% | +864.4% |
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 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