+14,535.0%
NVDA vs TAP
-50.5%
+14,585.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.4% | -5.3% | +0.8% | -3.6% |
| 30D | +0.4% | -7.4% | +7.8% | +1.5% |
| 3M | +9.0% | -4.9% | +13.9% | +9.5% |
| 6M | +18.3% | -14.2% | +32.5% | +20.8% |
| YTD | +17.2% | -14.8% | +32.1% | +19.4% |
| 1Y | +23.3% | -18.1% | +41.4% | +26.2% |
| 3Y | +380.0% | -32.7% | +412.8% | +404.8% |
| 5Y | +874.6% | -0.5% | +875.1% | +818.6% |
| All | +14,535.0% | -50.5% | +14,585.5% | +15,156.1% |
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