+281.7%
NVDA vs TAP
-24.9%
+306.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.5% |
| 7D | -11.6% | -7.8% | -3.8% | -12.8% |
| 30D | -22.1% | +7.1% | -29.2% | -21.0% |
| 3M | -20.1% | -7.0% | -13.1% | -20.7% |
| 6M | -16.8% | -3.8% | -13.0% | -16.6% |
| YTD | -4.0% | -11.7% | +7.7% | -4.6% |
| 1Y | -4.8% | -10.1% | +5.3% | -5.3% |
| 3Y | +281.7% | -23.7% | +305.4% | +303.6% |
| All | +281.7% | -24.9% | +306.6% | +303.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling