+537.0%
TDG vs NVS
+179.5%
+357.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.9% | -14.3% | +12.4% | +4.9% |
| 30D | -7.7% | -10.0% | +2.3% | -4.0% |
| 3M | -9.3% | -10.9% | +1.6% | -5.4% |
| 6M | -9.4% | -12.0% | +2.6% | -4.9% |
| YTD | -14.3% | +2.5% | -16.8% | -16.9% |
| 1Y | -11.8% | +10.7% | -22.5% | -18.0% |
| 3Y | +52.0% | +53.3% | -1.3% | +15.7% |
| 5Y | +128.8% | +93.6% | +35.2% | +48.4% |
| All | +537.0% | +179.5% | +357.4% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling