+148.2%
TT vs NVS
+89.9%
+58.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.4% | -15.4% | +16.8% | +5.5% |
| 30D | -6.7% | -12.3% | +5.7% | -4.0% |
| 3M | -5.4% | -7.8% | +2.4% | -4.5% |
| 6M | +4.4% | -13.0% | +17.4% | +7.2% |
| YTD | +14.9% | +2.8% | +12.2% | +12.2% |
| 1Y | +9.3% | +10.6% | -1.4% | +4.1% |
| 3Y | +121.7% | +55.1% | +66.7% | +84.1% |
| 5Y | +148.2% | +91.7% | +56.5% | +82.1% |
| All | +148.2% | +89.9% | +58.2% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling