+14,551.4%
NVDA vs TAP
-50.5%
+14,601.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.3% | -5.3% | +0.9% | -3.5% |
| 30D | +0.5% | -7.4% | +7.9% | +1.6% |
| 3M | +9.1% | -4.9% | +14.0% | +9.6% |
| 6M | +18.5% | -14.2% | +32.7% | +20.9% |
| YTD | +17.4% | -14.8% | +32.2% | +19.5% |
| 1Y | +23.4% | -18.1% | +41.5% | +26.3% |
| 3Y | +380.6% | -32.7% | +413.3% | +405.4% |
| 5Y | +875.7% | -0.5% | +876.2% | +819.6% |
| All | +14,551.4% | -50.5% | +14,601.9% | +15,173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling