-23.0%
TNA vs NVS
+92.9%
-115.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -7.3% | -14.3% | +7.0% | +3.8% |
| 30D | -14.2% | -10.0% | -4.2% | -8.7% |
| 3M | -4.6% | -10.9% | +6.3% | +1.5% |
| 6M | +36.9% | -12.0% | +48.9% | +47.8% |
| YTD | +42.5% | +2.5% | +40.0% | +32.0% |
| 1Y | +45.8% | +10.7% | +35.1% | +24.4% |
| 3Y | +104.7% | +53.3% | +51.3% | +18.7% |
| All | -23.0% | +92.9% | -115.9% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling