+131.2%
TLT vs NVO
+6,153.1%
-6,022.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.3% | -3.2% | +2.9% | -0.4% |
| 3M | -1.7% | +11.5% | -13.2% | -1.2% |
| 6M | -4.9% | +22.9% | -27.8% | -4.0% |
| YTD | -2.8% | -6.8% | +4.0% | -2.8% |
| 1Y | -4.2% | -12.6% | +8.4% | -4.4% |
| 3Y | -1.1% | -49.6% | +48.5% | -3.1% |
| 5Y | -33.7% | +0.6% | -34.3% | -31.8% |
| 10Y | -20.7% | +148.3% | -169.0% | -12.0% |
| All | +131.2% | +6,153.1% | -6,022.0% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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