+26.4%
NVDA vs TEM
+89.7%
-63.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.1% | -3.7% |
| 7D | -8.5% | +7.8% | -16.2% | -9.6% |
| 30D | -27.3% | +11.2% | -38.5% | -28.6% |
| 3M | -25.8% | +39.0% | -64.7% | -30.2% |
| 6M | -24.6% | +61.6% | -86.2% | -31.2% |
| YTD | -10.7% | +28.5% | -39.2% | -16.7% |
| 1Y | -14.0% | +6.7% | -20.8% | -17.7% |
| All | +26.4% | +89.7% | -63.4% | +5.1% |
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