+76.5%
TNA vs NVS
+179.5%
-103.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.4% |
| 7D | -7.3% | -14.3% | +7.0% | +9.5% |
| 30D | -14.2% | -10.0% | -4.2% | -6.1% |
| 3M | -4.6% | -10.9% | +6.3% | +4.1% |
| 6M | +36.9% | -12.0% | +48.9% | +52.3% |
| YTD | +42.5% | +2.5% | +40.0% | +27.4% |
| 1Y | +45.8% | +10.7% | +35.1% | +16.0% |
| 3Y | +104.7% | +53.3% | +51.3% | -4.9% |
| 5Y | -21.7% | +93.6% | -115.3% | -75.7% |
| All | +76.5% | +179.5% | -103.0% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling