+52.0%
TDG vs NVS
+54.2%
-2.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.9% | -14.3% | +12.4% | +1.3% |
| 30D | -7.7% | -10.0% | +2.3% | -6.0% |
| 3M | -9.3% | -10.9% | +1.6% | -7.4% |
| 6M | -9.4% | -12.0% | +2.6% | -7.4% |
| YTD | -14.3% | +2.5% | -16.8% | -14.9% |
| 1Y | -11.8% | +10.7% | -22.5% | -13.8% |
| 3Y | +52.0% | +53.3% | -1.3% | +45.2% |
| All | +52.0% | +54.2% | -2.2% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling