+20.9%
TMO vs NVD
-43.5%
+64.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.2% |
| 7D | -2.5% | +9.0% | -11.5% | -2.1% |
| 30D | -0.3% | -5.5% | +5.2% | -0.3% |
| 3M | +25.3% | -24.6% | +49.9% | +24.0% |
| 6M | +20.9% | -42.1% | +62.9% | +14.7% |
| All | +20.9% | -43.5% | +64.3% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling