+7,949.9%
NVDA vs TAP
-47.8%
+7,997.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -13.2% | -8.0% | -5.2% | -12.2% |
| 30D | -23.2% | +4.1% | -27.3% | -23.9% |
| 3M | -20.0% | -4.4% | -15.7% | -19.8% |
| 6M | -20.6% | -1.9% | -18.7% | -21.0% |
| YTD | -6.6% | -12.1% | +5.4% | -5.7% |
| 1Y | -9.8% | -12.0% | +2.2% | -9.1% |
| 3Y | +260.5% | -25.0% | +285.5% | +269.4% |
| 5Y | +474.2% | -1.1% | +475.3% | +443.1% |
| 10Y | +7,949.9% | -47.6% | +7,997.6% | +7,762.7% |
| All | +7,949.9% | -47.8% | +7,997.8% | +7,762.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling