+911.5%
TT vs NVS
+180.2%
+731.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -15.7% | +14.7% | +5.5% |
| 30D | -8.9% | -11.1% | +2.2% | -5.4% |
| 3M | -1.8% | -7.2% | +5.3% | -0.4% |
| 6M | +1.9% | -12.3% | +14.2% | +5.9% |
| YTD | +13.8% | +2.8% | +11.1% | +10.0% |
| 1Y | +6.1% | +11.9% | -5.8% | -1.5% |
| 3Y | +119.6% | +55.1% | +64.5% | +70.1% |
| 5Y | +145.9% | +94.1% | +51.8% | +65.5% |
| All | +911.5% | +180.2% | +731.3% | +513.9% |
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 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