+934.6%
NVDA vs TER
+203.3%
+731.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -2.1% |
| 7D | +5.9% | +0.6% | +5.3% | +5.4% |
| 30D | +5.1% | -8.3% | +13.4% | +9.3% |
| 3M | +5.4% | -12.2% | +17.6% | +6.0% |
| 6M | +26.0% | +17.1% | +8.9% | -1.3% |
| YTD | +23.7% | +84.7% | -61.0% | -30.9% |
| 1Y | +34.4% | +199.9% | -165.6% | -49.6% |
| 3Y | +375.8% | +232.8% | +143.0% | +46.5% |
| All | +934.6% | +203.3% | +731.3% | +256.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling