+476,136.5%
NVDA vs TAP
+144.1%
+475,992.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | -11.6% | -7.8% | -3.8% | -10.3% |
| 30D | -22.1% | +7.1% | -29.2% | -23.3% |
| 3M | -20.1% | -7.0% | -13.1% | -19.4% |
| 6M | -16.8% | -3.8% | -13.0% | -16.9% |
| YTD | -4.0% | -11.7% | +7.7% | -3.0% |
| 1Y | -4.8% | -10.1% | +5.3% | -4.3% |
| 3Y | +281.7% | -23.7% | +305.4% | +290.0% |
| 5Y | +485.4% | +2.9% | +482.5% | +454.2% |
| 10Y | +10,310.1% | -49.5% | +10,359.6% | +10,846.8% |
| All | +476,136.5% | +144.1% | +475,992.4% | +481,311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling