+14,551.4%
NVDA vs TFC
+98.5%
+14,452.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -4.3% | -2.5% | -1.8% | -3.3% |
| 30D | +0.5% | -2.8% | +3.3% | +1.6% |
| 3M | +9.1% | +2.1% | +6.9% | +7.5% |
| 6M | +18.5% | +10.1% | +8.3% | +12.8% |
| YTD | +17.4% | +5.4% | +11.9% | +13.4% |
| 1Y | +23.4% | +16.3% | +7.1% | +14.0% |
| 3Y | +380.6% | +95.9% | +284.7% | +249.1% |
| 5Y | +875.7% | +16.0% | +859.7% | +776.9% |
| All | +14,551.4% | +98.5% | +14,452.9% | +9,597.8% |
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