+26.0%
NVDA vs T
-7.6%
+33.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | 0.0% |
| 7D | +5.9% | -1.3% | +7.2% | +5.4% |
| 30D | +5.1% | +11.4% | -6.3% | +9.1% |
| 3M | +5.4% | +14.3% | -8.9% | +10.9% |
| 6M | +26.0% | -9.3% | +35.3% | +20.9% |
| All | +26.0% | -7.6% | +33.6% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling