+1,199.2%
TNA vs NVS
+518.7%
+680.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.6% | -15.7% | +8.1% | +16.3% |
| 30D | -13.6% | -11.1% | -2.6% | -1.8% |
| 3M | +2.8% | -7.2% | +10.0% | +6.8% |
| 6M | +34.5% | -12.3% | +46.8% | +53.2% |
| YTD | +41.0% | +2.8% | +38.3% | +22.1% |
| 1Y | +52.0% | +11.9% | +40.1% | +12.5% |
| 3Y | +103.5% | +55.1% | +48.4% | -20.9% |
| 5Y | -22.5% | +94.1% | -116.6% | -80.6% |
| 10Y | +81.9% | +181.2% | -99.3% | -73.9% |
| All | +1,199.2% | +518.7% | +680.4% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling