-98.6%
NVD vs TMF
-42.0%
-56.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.9% | +14.7% | +10.8% |
| 7D | +43.9% | -1.1% | +44.9% | +43.9% |
| 30D | +74.0% | +11.8% | +62.2% | +74.2% |
| 3M | +48.3% | -4.0% | +52.4% | +48.0% |
| 6M | +30.3% | -16.5% | +46.9% | +29.9% |
| YTD | -12.9% | -19.9% | +7.0% | -13.0% |
| 1Y | -4.0% | -25.6% | +21.6% | -3.9% |
| 3Y | -98.5% | -29.9% | -68.6% | -98.3% |
| All | -98.6% | -42.0% | -56.7% | -98.6% |
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