-99.1%
NVD vs TW
+20.3%
-119.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +4.9% | +4.3% |
| 7D | +9.0% | -2.7% | +11.8% | +8.0% |
| 30D | -5.5% | -1.7% | -3.7% | -6.0% |
| 3M | -24.6% | +1.6% | -26.2% | -23.8% |
| 6M | -42.1% | -17.7% | -24.4% | -48.2% |
| YTD | -44.3% | -4.3% | -40.0% | -45.2% |
| 1Y | -54.2% | -13.1% | -41.1% | -58.5% |
| All | -99.1% | +20.3% | -119.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling