-99.1%
NVD vs TD
+119.8%
-218.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.9% |
| 7D | +10.8% | -0.5% | +11.4% | +10.3% |
| 30D | +0.8% | -1.9% | +2.7% | -0.2% |
| 3M | -20.8% | +4.8% | -25.6% | -16.4% |
| 6M | -41.2% | +28.0% | -69.1% | -25.0% |
| YTD | -44.2% | +30.3% | -74.5% | -27.4% |
| 1Y | -54.2% | +59.8% | -113.9% | -29.7% |
| 3Y | -99.1% | +124.7% | -223.8% | -98.2% |
| All | -99.1% | +119.8% | -218.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling