-6.8%
TSN vs NVS
+179.5%
-186.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.0% | -14.3% | +17.3% | +7.9% |
| 30D | -4.2% | -10.0% | +5.8% | -1.6% |
| 3M | -3.9% | -10.9% | +7.0% | -1.0% |
| 6M | -9.8% | -12.0% | +2.1% | -6.9% |
| YTD | -7.3% | +2.5% | -9.8% | -9.7% |
| 1Y | -2.2% | +10.7% | -12.9% | -7.8% |
| 3Y | +11.9% | +53.3% | -41.4% | -7.9% |
| 5Y | -16.9% | +93.6% | -110.5% | -38.8% |
| All | -6.8% | +179.5% | -186.3% | -36.0% |
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