+15,341.6%
NVDA vs TER
+1,761.7%
+13,579.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -4.5% |
| 7D | +3.8% | +11.0% | -7.1% | -2.6% |
| 30D | +0.8% | -1.9% | +2.7% | +1.0% |
| 3M | +8.2% | -0.7% | +8.9% | +0.9% |
| 6M | +27.1% | +36.4% | -9.3% | -10.8% |
| YTD | +21.2% | +92.4% | -71.3% | -35.1% |
| 1Y | +34.3% | +213.5% | -179.2% | -51.4% |
| 3Y | +396.3% | +277.2% | +119.0% | +42.8% |
| 5Y | +913.8% | +219.1% | +694.7% | +232.4% |
| All | +15,341.6% | +1,761.7% | +13,579.9% | +980.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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