-99.1%
NVD vs TD
+125.8%
-224.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +5.2% |
| 7D | +9.0% | -2.6% | +11.6% | +6.5% |
| 30D | -5.5% | -1.0% | -4.4% | -5.6% |
| 3M | -24.6% | +5.6% | -30.2% | -19.8% |
| 6M | -42.1% | +27.1% | -69.2% | -26.6% |
| YTD | -44.3% | +29.4% | -73.7% | -28.0% |
| 1Y | -54.2% | +60.7% | -114.9% | -29.6% |
| All | -99.1% | +125.8% | -224.9% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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