-17.8%
TSN vs NVS
+92.5%
-110.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.4% | -15.7% | +17.1% | +5.4% |
| 30D | -6.2% | -11.1% | +4.9% | -4.0% |
| 3M | -5.7% | -7.2% | +1.5% | -4.8% |
| 6M | -11.4% | -12.3% | +1.0% | -9.1% |
| YTD | -8.2% | +2.8% | -10.9% | -10.4% |
| 1Y | -2.0% | +11.9% | -14.0% | -7.2% |
| 3Y | +11.9% | +55.1% | -43.2% | -5.3% |
| 5Y | -17.8% | +94.1% | -111.8% | -35.7% |
| All | -17.8% | +92.5% | -110.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling