+7,601.5%
TT vs NVS
+1,271.6%
+6,329.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +8.1% | -1.0% | +9.1% | +8.6% |
| 30D | -11.3% | +12.5% | -23.8% | -16.2% |
| 3M | -11.2% | +5.2% | -16.4% | -14.4% |
| 6M | -8.9% | +8.2% | -17.1% | -13.9% |
| YTD | +9.7% | +19.8% | -10.0% | -1.4% |
| 1Y | +1.3% | +24.8% | -23.6% | -10.8% |
| 3Y | +93.4% | +90.0% | +3.3% | +36.0% |
| 5Y | +133.5% | +134.3% | -0.7% | +46.3% |
| 10Y | +739.9% | +250.8% | +489.1% | +326.5% |
| All | +7,601.5% | +1,271.6% | +6,329.9% | +2,177.3% |
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