+736.3%
TT vs NVS
+260.1%
+476.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.0% | -1.3% | +5.3% | +4.5% |
| 30D | -11.3% | +9.3% | -20.6% | -14.5% |
| 3M | -12.3% | +5.8% | -18.1% | -15.2% |
| 6M | -10.8% | +7.2% | -18.0% | -14.8% |
| YTD | +8.2% | +20.0% | -11.8% | -1.9% |
| 1Y | +1.5% | +25.4% | -23.9% | -9.8% |
| 3Y | +91.5% | +89.2% | +2.3% | +36.0% |
| 5Y | +130.2% | +134.6% | -4.4% | +42.5% |
| All | +736.3% | +260.1% | +476.2% | +364.8% |
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