-13.2%
TSN vs NVS
-11.1%
-2.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.9% | +15.6% | +2.5% |
| 7D | -5.0% | -14.6% | +9.6% | -4.2% |
| 30D | -9.1% | -11.9% | +2.8% | -8.7% |
| 3M | -7.4% | -6.0% | -1.5% | -8.4% |
| All | -13.2% | -11.1% | -2.2% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling