+131.2%
TLT vs NVS
+867.5%
-736.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | 0.0% |
| 7D | -0.4% | +4.0% | -4.4% | -0.1% |
| 30D | -0.6% | +3.6% | -4.2% | -0.3% |
| 3M | -2.7% | +7.8% | -10.5% | -2.1% |
| 6M | -5.6% | -0.2% | -5.5% | -5.6% |
| YTD | -2.8% | +19.6% | -22.4% | -1.2% |
| 1Y | -1.4% | +28.4% | -29.8% | +0.9% |
| 3Y | -1.6% | +76.2% | -77.8% | +4.1% |
| 5Y | -33.8% | +111.1% | -144.9% | -28.3% |
| 10Y | -21.1% | +224.3% | -245.4% | -8.7% |
| All | +131.2% | +867.5% | -736.2% | +201.3% |
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 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