+437.3%
TTMI vs NVS
+812.2%
-374.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | +7.5% | -15.4% | +22.9% | +16.6% |
| 30D | -4.5% | -12.3% | +7.8% | +0.7% |
| 3M | -28.5% | -7.8% | -20.7% | -27.6% |
| 6M | +28.4% | -13.0% | +41.3% | +34.7% |
| YTD | +80.1% | +2.8% | +77.3% | +70.5% |
| 1Y | +161.0% | +10.6% | +150.4% | +135.6% |
| 3Y | +862.4% | +55.1% | +807.4% | +579.6% |
| 5Y | +812.9% | +91.7% | +721.3% | +452.1% |
| 10Y | +1,094.7% | +181.2% | +913.5% | +445.2% |
| All | +437.3% | +812.2% | -374.9% | +36.1% |
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 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