+7,836.4%
NVDA vs TFC
+79.2%
+7,757.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -12.7% | +2.3% | -15.0% | -13.6% |
| 30D | -26.4% | +10.8% | -37.2% | -29.5% |
| 3M | -27.6% | -3.8% | -23.9% | -26.8% |
| 6M | -27.7% | +9.6% | -37.3% | -31.1% |
| YTD | -12.5% | +5.8% | -18.3% | -15.8% |
| 1Y | -12.6% | +16.2% | -28.8% | -19.3% |
| 3Y | +235.9% | +96.0% | +140.0% | +144.7% |
| 5Y | +438.2% | +1.7% | +436.5% | +407.1% |
| All | +7,836.4% | +79.2% | +7,757.2% | +5,892.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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