-9.3%
TDG vs NVS
+27.7%
-37.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -2.0% | +4.0% | -6.0% | -3.4% |
| 30D | -7.4% | +3.6% | -11.0% | -8.6% |
| 3M | -5.4% | +7.8% | -13.2% | -8.3% |
| 6M | -11.6% | -0.2% | -11.5% | -12.5% |
| YTD | -12.6% | +19.6% | -32.2% | -17.7% |
| 1Y | -9.3% | +28.4% | -37.7% | -16.2% |
| All | -9.3% | +27.7% | -37.1% | -16.2% |
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