+14,546.7%
NVDA vs TD
+306.3%
+14,240.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | -2.5% | -1.9% | -0.6% | -1.2% |
| 3M | +6.7% | +4.8% | +1.9% | +3.3% |
| 6M | +17.6% | +28.0% | -10.4% | -1.0% |
| YTD | +17.3% | +30.3% | -13.0% | -2.6% |
| 1Y | +23.5% | +59.8% | -36.3% | -11.1% |
| 3Y | +384.6% | +124.7% | +259.9% | +168.4% |
| 5Y | +875.4% | +127.0% | +748.4% | +447.7% |
| All | +14,546.7% | +306.3% | +14,240.4% | +6,632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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