-99.1%
NVD vs TLN
+490.6%
-589.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +2.4% |
| 7D | +9.0% | +2.0% | +7.1% | +10.9% |
| 30D | -5.5% | -12.9% | +7.5% | -14.4% |
| 3M | -24.6% | -7.4% | -17.2% | -26.3% |
| 6M | -42.1% | -6.0% | -36.0% | -40.3% |
| YTD | -44.3% | -16.9% | -27.4% | -46.4% |
| 1Y | -54.2% | -22.6% | -31.6% | -56.6% |
| 3Y | -99.1% | +469.0% | -568.1% | -91.9% |
| All | -99.1% | +490.6% | -589.7% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling