+95.6%
TFC vs NVS
+179.5%
-84.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -2.4% | -14.3% | +11.8% | +3.8% |
| 30D | -3.4% | -10.0% | +6.6% | +0.3% |
| 3M | +0.4% | -10.9% | +11.3% | +4.5% |
| 6M | +12.7% | -12.0% | +24.6% | +17.7% |
| YTD | +5.6% | +2.5% | +3.1% | +2.4% |
| 1Y | +16.0% | +10.7% | +5.3% | +8.1% |
| 3Y | +94.0% | +53.3% | +40.7% | +50.4% |
| 5Y | +16.2% | +93.6% | -77.5% | -23.3% |
| All | +95.6% | +179.5% | -84.0% | +14.7% |
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