-99.2%
NVD vs TXG
+44.7%
-143.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +2.6% |
| 7D | +0.5% | +9.1% | -8.6% | +3.1% |
| 30D | -9.3% | +14.9% | -24.2% | -5.2% |
| 3M | -22.1% | +120.0% | -142.1% | +0.7% |
| 6M | -45.8% | +221.8% | -267.6% | -20.1% |
| YTD | -46.7% | +312.6% | -359.3% | -14.2% |
| 1Y | -59.5% | +398.4% | -457.9% | -28.8% |
| 3Y | -99.2% | +42.1% | -141.2% | -98.5% |
| All | -99.2% | +44.7% | -143.9% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling