+7,836.4%
NVDA vs T
+60.4%
+7,776.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +2.5% | -15.3% | -13.1% |
| 30D | -26.4% | -3.8% | -22.6% | -26.1% |
| 3M | -27.6% | -8.7% | -18.9% | -27.0% |
| 6M | -27.7% | -8.1% | -19.6% | -27.3% |
| YTD | -12.5% | -6.4% | -6.0% | -12.8% |
| 1Y | -12.6% | -9.8% | -2.9% | -12.4% |
| 3Y | +235.9% | +65.5% | +170.5% | +173.0% |
| 5Y | +438.2% | +57.0% | +381.3% | +335.0% |
| All | +7,836.4% | +60.4% | +7,776.1% | +5,924.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling