+450,068.1%
NVDA vs TFC
+264.2%
+449,803.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -18.3% | +1.7% | -20.0% | -18.9% |
| 30D | -26.3% | +9.0% | -35.3% | -29.3% |
| 3M | -22.3% | -2.1% | -20.2% | -21.9% |
| 6M | -21.3% | +3.4% | -24.7% | -23.4% |
| YTD | -9.2% | +5.3% | -14.5% | -12.8% |
| 1Y | -14.9% | +16.2% | -31.1% | -22.0% |
| 3Y | +250.5% | +94.8% | +155.7% | +148.4% |
| 5Y | +475.8% | -0.7% | +476.5% | +442.8% |
| 10Y | +10,058.2% | +80.9% | +9,977.4% | +6,407.2% |
| All | +450,068.1% | +264.2% | +449,803.8% | +204,832.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling