+16.8%
TMO vs NVD
-99.1%
+115.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.6% | +10.8% | -11.5% | -0.1% |
| 30D | +1.1% | +0.8% | +0.4% | +1.3% |
| 3M | +28.3% | -20.8% | +49.2% | +27.4% |
| 6M | +23.3% | -41.2% | +64.4% | +21.0% |
| YTD | +5.5% | -44.2% | +49.6% | +3.5% |
| 1Y | +24.5% | -54.2% | +78.7% | +21.5% |
| 3Y | +19.6% | -99.1% | +118.7% | -4.9% |
| All | +16.8% | -99.1% | +115.9% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling