+1,124.0%
TTMI vs NVS
+179.5%
+944.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.7% | -14.3% | +14.9% | +5.7% |
| 30D | -8.4% | -10.0% | +1.5% | -6.3% |
| 3M | -32.5% | -10.9% | -21.6% | -31.1% |
| 6M | +32.5% | -12.0% | +44.4% | +35.9% |
| YTD | +83.2% | +2.5% | +80.7% | +75.4% |
| 1Y | +161.7% | +10.7% | +151.0% | +141.5% |
| 3Y | +890.1% | +53.3% | +836.8% | +654.6% |
| 5Y | +832.4% | +93.6% | +738.8% | +506.1% |
| All | +1,124.0% | +179.5% | +944.5% | +605.5% |
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