+2.8%
TLT vs NVS
+90.8%
-88.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | +1.0% | +9.3% | -8.2% | 0.0% |
| 3M | -2.7% | +5.8% | -8.5% | -3.7% |
| 6M | -4.1% | +7.2% | -11.3% | -5.3% |
| YTD | -5.4% | +20.0% | -25.3% | -8.0% |
| 1Y | -7.0% | +25.4% | -32.4% | -10.1% |
| 3Y | +2.8% | +89.2% | -86.4% | -4.3% |
| All | +2.8% | +90.8% | -88.0% | -4.3% |
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