+14,546.7%
NVDA vs TDY
+479.2%
+14,067.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.9% |
| 7D | -5.1% | -1.1% | -4.0% | -4.4% |
| 30D | -2.5% | -12.0% | +9.6% | +6.3% |
| 3M | +6.7% | -3.2% | +9.9% | +8.8% |
| 6M | +17.6% | -7.9% | +25.5% | +23.7% |
| YTD | +17.3% | +18.2% | -0.9% | +3.1% |
| 1Y | +23.5% | +6.7% | +16.8% | +15.9% |
| 3Y | +384.6% | +47.5% | +337.1% | +256.7% |
| 5Y | +875.4% | +39.5% | +835.9% | +661.9% |
| All | +14,546.7% | +479.2% | +14,067.5% | +4,534.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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