+396.3%
NVDA vs TAP
-31.5%
+427.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.6% |
| 7D | +3.8% | -2.3% | +6.1% | +3.4% |
| 30D | +0.8% | -9.4% | +10.2% | -0.7% |
| 3M | +8.2% | -0.8% | +9.0% | +8.3% |
| 6M | +27.1% | -14.7% | +41.8% | +25.0% |
| YTD | +21.2% | -13.9% | +35.1% | +19.5% |
| 1Y | +34.3% | -18.6% | +52.9% | +32.2% |
| 3Y | +396.3% | -32.0% | +428.3% | +392.0% |
| All | +396.3% | -31.5% | +427.7% | +392.0% |
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