-5.8%
TDG vs NVS
+37.6%
-43.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.3% |
| 7D | +7.1% | +5.7% | +1.4% | +5.4% |
| 30D | +11.4% | +17.1% | -5.7% | +6.8% |
| 3M | -4.6% | +7.6% | -12.2% | -7.2% |
| 6M | +5.8% | +14.1% | -8.2% | +0.2% |
| YTD | -8.5% | +23.3% | -31.8% | -14.5% |
| 1Y | -5.8% | +36.0% | -41.8% | -12.9% |
| All | -5.8% | +37.6% | -43.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling