-99.2%
NVD vs TD
+119.0%
-218.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.0% |
| 7D | -7.7% | +0.9% | -8.5% | -6.8% |
| 30D | -5.8% | -0.7% | -5.1% | -5.6% |
| 3M | -23.2% | +6.3% | -29.5% | -17.8% |
| 6M | -49.7% | +27.9% | -77.7% | -35.9% |
| YTD | -47.7% | +29.8% | -77.5% | -32.2% |
| 1Y | -61.3% | +63.7% | -125.0% | -39.6% |
| 3Y | -99.2% | +128.3% | -227.5% | -98.3% |
| All | -99.2% | +119.0% | -218.2% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling