-99.2%
NVD vs TW
+23.8%
-123.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.8% |
| 7D | +0.5% | -0.5% | +1.0% | +0.4% |
| 30D | -9.3% | -0.6% | -8.7% | -9.4% |
| 3M | -22.1% | +3.4% | -25.5% | -20.6% |
| 6M | -45.8% | -18.4% | -27.4% | -51.9% |
| YTD | -46.7% | -3.9% | -42.8% | -47.5% |
| 1Y | -59.5% | -13.3% | -46.1% | -63.5% |
| 3Y | -99.2% | +20.8% | -120.0% | -99.0% |
| All | -99.2% | +23.8% | -123.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling