+122.7%
TT vs NVS
+55.0%
+67.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.9% | +13.5% | +1.7% |
| 7D | +1.6% | -14.6% | +16.2% | +3.8% |
| 30D | -7.3% | -11.9% | +4.6% | -5.8% |
| 3M | -2.6% | -6.0% | +3.4% | -2.6% |
| 6M | +5.9% | -11.4% | +17.3% | +7.2% |
| YTD | +15.4% | +2.9% | +12.5% | +13.7% |
| 1Y | +8.2% | +10.2% | -2.0% | +5.2% |
| 3Y | +122.7% | +55.3% | +67.3% | +99.1% |
| All | +122.7% | +55.0% | +67.7% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling