+505.0%
TRI vs NVS
+744.5%
-239.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -14.4% | -15.7% | +1.3% | -8.1% |
| 30D | -8.1% | -11.1% | +3.0% | -3.8% |
| 3M | +17.5% | -7.2% | +24.7% | +20.6% |
| 6M | -5.0% | -12.3% | +7.4% | -0.5% |
| YTD | -24.7% | +2.8% | -27.5% | -26.8% |
| 1Y | -41.5% | +11.9% | -53.4% | -45.4% |
| 3Y | -20.3% | +55.1% | -75.4% | -36.5% |
| 5Y | -10.9% | +94.1% | -105.0% | -36.8% |
| 10Y | +190.6% | +181.2% | +9.4% | +71.2% |
| All | +505.0% | +744.5% | -239.4% | +116.7% |
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