+384.6%
NVDA vs TDY
+46.9%
+337.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.7% |
| 7D | -5.1% | -1.1% | -4.0% | -4.5% |
| 30D | -2.5% | -12.0% | +9.6% | +4.6% |
| 3M | +6.7% | -3.2% | +9.9% | +8.5% |
| 6M | +17.6% | -7.9% | +25.5% | +22.5% |
| YTD | +17.3% | +18.2% | -0.9% | +5.9% |
| 1Y | +23.5% | +6.7% | +16.8% | +18.1% |
| 3Y | +384.6% | +47.5% | +337.1% | +287.7% |
| All | +384.6% | +46.9% | +337.7% | +287.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling