-99.2%
NVD vs TMF
-39.1%
-60.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | -7.7% | +1.0% | -8.6% | -7.6% |
| 30D | -5.8% | -1.8% | -3.9% | -5.8% |
| 3M | -23.2% | -8.2% | -15.0% | -23.3% |
| 6M | -49.7% | -19.5% | -30.2% | -49.6% |
| YTD | -47.7% | -16.0% | -31.7% | -47.6% |
| 1Y | -61.3% | -22.5% | -38.8% | -61.2% |
| 3Y | -99.2% | -42.3% | -56.9% | -99.2% |
| All | -99.2% | -39.1% | -60.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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