-12.6%
NVDA vs T
-9.4%
-3.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.7% | +2.5% | -15.3% | -12.0% |
| 30D | -26.4% | -3.8% | -22.6% | -27.0% |
| 3M | -27.6% | -8.7% | -18.9% | -29.3% |
| 6M | -27.7% | -8.1% | -19.6% | -28.9% |
| YTD | -12.5% | -6.4% | -6.0% | -16.9% |
| 1Y | -12.6% | -9.8% | -2.9% | -21.0% |
| All | -12.6% | -9.4% | -3.2% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling