+71.4%
NVDA vs TEM
+60.7%
+10.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +3.8% | +3.2% | +0.6% | +3.3% |
| 30D | +0.8% | +23.5% | -22.7% | -2.8% |
| 3M | +8.2% | +32.3% | -24.1% | +2.6% |
| 6M | +27.1% | +23.0% | +4.1% | +20.9% |
| YTD | +21.2% | +8.9% | +12.3% | +16.8% |
| 1Y | +34.3% | -19.9% | +54.2% | +34.4% |
| All | +71.4% | +60.7% | +10.7% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling