+15,341.6%
NVDA vs T
+66.1%
+15,275.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.8% | -1.5% | +5.4% | +4.1% |
| 30D | +0.8% | +7.6% | -6.8% | -0.6% |
| 3M | +8.2% | +15.3% | -7.1% | +5.1% |
| 6M | +27.1% | -8.5% | +35.6% | +28.8% |
| YTD | +21.2% | +6.8% | +14.4% | +18.6% |
| 1Y | +34.3% | -7.2% | +41.5% | +35.4% |
| 3Y | +396.3% | +108.2% | +288.0% | +280.7% |
| 5Y | +913.8% | +66.1% | +847.7% | +732.0% |
| All | +15,341.6% | +66.1% | +15,275.5% | +11,951.1% |
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