-0.9%
TLT vs NVS
+54.6%
-55.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.3% | -15.4% | +15.1% | +1.6% |
| 30D | 0.0% | -12.3% | +12.3% | +1.3% |
| 3M | -2.9% | -7.8% | +4.9% | -2.3% |
| 6M | -6.3% | -13.0% | +6.7% | -5.0% |
| YTD | -3.3% | +2.8% | -6.1% | -4.3% |
| 1Y | -4.2% | +10.6% | -14.8% | -6.3% |
| All | -0.9% | +54.6% | -55.5% | -9.4% |
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