+7,836.4%
NVDA vs TER
+998.2%
+6,838.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | +1.1% |
| 7D | -12.7% | +14.4% | -27.1% | -20.2% |
| 30D | -26.4% | -30.6% | +4.2% | -11.3% |
| 3M | -27.6% | -39.2% | +11.6% | -7.8% |
| 6M | -27.7% | -31.3% | +3.5% | -21.2% |
| YTD | -12.5% | +29.1% | -41.6% | -43.0% |
| 1Y | -12.6% | +47.4% | -60.1% | -48.5% |
| 3Y | +235.9% | +191.2% | +44.7% | +5.9% |
| 5Y | +438.2% | +74.0% | +364.2% | +148.9% |
| All | +7,836.4% | +998.2% | +6,838.3% | +769.5% |
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