+25.8%
TMO vs NVD
-61.9%
+87.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.4% | -11.1% | +9.8% | -1.7% |
| 30D | +6.2% | -13.3% | +19.5% | +5.9% |
| 3M | +27.5% | -19.8% | +47.3% | +27.3% |
| 6M | +20.0% | -48.8% | +68.7% | +17.4% |
| YTD | +6.1% | -49.7% | +55.8% | +3.8% |
| 1Y | +25.8% | -61.4% | +87.2% | +22.4% |
| All | +25.8% | -61.9% | +87.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling