-99.2%
NVD vs TLN
+500.9%
-600.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | +1.7% |
| 7D | -11.1% | +7.1% | -18.2% | -5.8% |
| 30D | -13.3% | -3.9% | -9.4% | -14.8% |
| 3M | -19.8% | -16.2% | -3.7% | -27.3% |
| 6M | -48.8% | -5.8% | -43.0% | -47.0% |
| YTD | -49.7% | -15.4% | -34.2% | -50.9% |
| 1Y | -61.4% | -16.7% | -44.7% | -60.8% |
| 3Y | -99.1% | +473.8% | -572.9% | -92.0% |
| All | -99.2% | +500.9% | -600.2% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling