+1,779.8%
TSM vs NVO
+143.1%
+1,636.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.7% |
| 7D | +1.0% | -7.6% | +8.6% | +2.9% |
| 30D | +1.0% | -6.0% | +6.9% | +2.3% |
| 3M | +2.9% | -0.8% | +3.7% | +2.2% |
| 6M | +22.8% | +16.5% | +6.4% | +16.8% |
| YTD | +43.3% | -11.1% | +54.4% | +43.7% |
| 1Y | +69.2% | -16.7% | +85.9% | +72.0% |
| 3Y | +404.5% | -52.9% | +457.4% | +479.2% |
| 5Y | +282.2% | -3.0% | +285.2% | +238.5% |
| All | +1,779.8% | +143.1% | +1,636.7% | +1,153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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