+66.0%
NVDA vs TEM
+46.9%
+19.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.7% |
| 7D | -4.3% | -9.2% | +4.8% | -3.0% |
| 30D | +0.5% | +5.5% | -5.0% | -0.8% |
| 3M | +9.1% | +18.7% | -9.6% | +5.1% |
| 6M | +18.5% | +15.4% | +3.1% | +13.7% |
| YTD | +17.4% | -0.5% | +17.9% | +14.6% |
| 1Y | +23.4% | -24.8% | +48.3% | +24.7% |
| All | +66.0% | +46.9% | +19.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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