+10,058.2%
NVDA vs T
+55.0%
+10,003.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.6% |
| 7D | -18.3% | +2.6% | -20.9% | -18.6% |
| 30D | -26.3% | -1.1% | -25.3% | -26.4% |
| 3M | -22.3% | -7.7% | -14.5% | -21.7% |
| 6M | -21.3% | -10.6% | -10.7% | -20.5% |
| YTD | -9.2% | -7.5% | -1.8% | -9.5% |
| 1Y | -14.9% | -7.4% | -7.5% | -15.3% |
| 3Y | +250.5% | +63.1% | +187.4% | +185.7% |
| 5Y | +475.8% | +55.2% | +420.6% | +366.3% |
| 10Y | +10,058.2% | +58.8% | +9,999.4% | +8,149.8% |
| All | +10,058.2% | +55.0% | +10,003.3% | +8,149.8% |
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