+302.0%
TRV vs NVS
+179.5%
+122.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +1.9% | -14.3% | +16.2% | +8.0% |
| 30D | +1.7% | -10.0% | +11.7% | +5.2% |
| 3M | +23.9% | -10.9% | +34.8% | +28.6% |
| 6M | +26.3% | -12.0% | +38.2% | +31.5% |
| YTD | +30.8% | +2.5% | +28.3% | +27.0% |
| 1Y | +36.3% | +10.7% | +25.6% | +27.6% |
| 3Y | +145.0% | +53.3% | +91.7% | +94.3% |
| 5Y | +163.9% | +93.6% | +70.3% | +83.1% |
| All | +302.0% | +179.5% | +122.5% | +159.9% |
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