+331.7%
TSN vs NVS
+1,078.6%
-746.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.9% | +15.6% | +6.1% |
| 7D | -5.0% | -14.6% | +9.6% | -0.6% |
| 30D | -9.1% | -11.9% | +2.8% | -5.9% |
| 3M | -7.4% | -6.0% | -1.5% | -6.4% |
| 6M | -13.4% | -11.4% | -2.0% | -10.9% |
| YTD | -8.5% | +2.9% | -11.4% | -10.5% |
| 1Y | -3.2% | +10.2% | -13.4% | -7.6% |
| 3Y | +11.5% | +55.3% | -43.8% | -5.7% |
| 5Y | -19.5% | +89.6% | -109.1% | -36.9% |
| 10Y | -9.1% | +176.1% | -185.2% | -37.5% |
| All | +331.7% | +1,078.6% | -746.9% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling