-99.1%
NVD vs TXG
+43.8%
-142.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.1% | +1.2% |
| 7D | +10.8% | +9.5% | +1.4% | +13.7% |
| 30D | +0.8% | +18.8% | -18.0% | +6.3% |
| 3M | -20.8% | +136.1% | -156.9% | +4.2% |
| 6M | -41.2% | +235.2% | -276.4% | -12.3% |
| YTD | -44.2% | +320.5% | -364.7% | -9.9% |
| 1Y | -54.2% | +425.2% | -479.4% | -18.3% |
| 3Y | -99.1% | +42.9% | -142.0% | -98.4% |
| All | -99.1% | +43.8% | -142.9% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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