-98.6%
NVD vs TLN
+633.0%
-731.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +10.7% |
| 7D | +17.0% | +22.3% | -5.3% | +37.5% |
| 30D | +77.3% | +1.2% | +76.1% | +83.9% |
| 3M | +61.6% | +5.9% | +55.7% | +77.6% |
| 6M | +40.7% | +3.2% | +37.4% | +56.4% |
| YTD | -10.5% | +3.2% | -13.6% | +6.4% |
| 1Y | -6.1% | +5.2% | -11.3% | +15.9% |
| 3Y | -98.4% | +606.3% | -704.7% | -82.2% |
| All | -98.6% | +633.0% | -731.6% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling