-99.2%
NVD vs TLN
+506.0%
-605.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +0.4% |
| 7D | +0.5% | +5.8% | -5.3% | +5.3% |
| 30D | -9.3% | -6.9% | -2.4% | -13.3% |
| 3M | -22.1% | -10.9% | -11.2% | -26.0% |
| 6M | -45.8% | -4.6% | -41.2% | -43.6% |
| YTD | -46.7% | -14.7% | -32.0% | -47.7% |
| 1Y | -59.5% | -17.9% | -41.5% | -59.5% |
| 3Y | -99.2% | +483.9% | -583.0% | -92.1% |
| All | -99.2% | +506.0% | -605.2% | -92.0% |
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