+12,772.9%
TDG vs NVS
+461.5%
+12,311.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.7% | -15.7% | +13.0% | +5.1% |
| 30D | -9.3% | -11.1% | +1.8% | -4.8% |
| 3M | -7.1% | -7.2% | +0.1% | -4.8% |
| 6M | -11.2% | -12.3% | +1.2% | -6.3% |
| YTD | -15.3% | +2.8% | -18.0% | -17.8% |
| 1Y | -12.5% | +11.9% | -24.4% | -18.9% |
| 3Y | +51.2% | +55.1% | -3.9% | +15.7% |
| 5Y | +126.1% | +94.1% | +32.1% | +51.6% |
| 10Y | +536.2% | +181.2% | +355.0% | +249.0% |
| All | +12,772.9% | +461.5% | +12,311.3% | +4,598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling