-99.1%
NVD vs TDY
+48.9%
-148.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +1.6% |
| 7D | +10.8% | -1.1% | +12.0% | +9.6% |
| 30D | +0.8% | -12.0% | +12.8% | -12.3% |
| 3M | -20.8% | -3.2% | -17.6% | -22.5% |
| 6M | -41.2% | -7.9% | -33.3% | -43.8% |
| YTD | -44.2% | +18.2% | -62.4% | -29.3% |
| 1Y | -54.2% | +6.7% | -60.8% | -48.3% |
| 3Y | -99.1% | +47.5% | -146.7% | -98.4% |
| All | -99.1% | +48.9% | -148.0% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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