+3,498.2%
NVDA vs TE
-52.9%
+3,551.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -5.1% | +0.2% | -5.4% | -5.3% |
| 30D | -2.5% | -5.9% | +3.4% | -2.0% |
| 3M | +6.7% | -45.6% | +52.2% | +13.1% |
| 6M | +17.6% | -43.4% | +61.0% | +20.7% |
| YTD | +17.3% | -31.0% | +48.3% | +15.6% |
| 1Y | +23.5% | +145.2% | -121.7% | -2.3% |
| 3Y | +384.6% | -24.1% | +408.7% | +324.8% |
| 5Y | +875.4% | -48.1% | +923.5% | +789.4% |
| All | +3,498.2% | -52.9% | +3,551.1% | +3,597.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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