+13,957.4%
TSM vs NVO
+6,716.5%
+7,240.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +4.5% | -3.2% | +7.7% | +5.3% |
| 3M | +3.1% | +11.5% | -8.4% | -1.2% |
| 6M | +30.2% | +22.9% | +7.3% | +20.8% |
| YTD | +45.2% | -6.8% | +52.0% | +44.0% |
| 1Y | +79.6% | -12.6% | +92.2% | +80.7% |
| 3Y | +411.0% | -49.6% | +460.6% | +483.2% |
| 5Y | +290.7% | +0.6% | +290.1% | +245.0% |
| 10Y | +1,753.6% | +148.3% | +1,605.3% | +1,082.1% |
| All | +13,957.4% | +6,716.5% | +7,240.9% | +1,722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling