+613,227.2%
NVDA vs TFC
+274.3%
+612,952.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +5.9% | +2.4% | +3.5% | +4.8% |
| 30D | +5.1% | -1.3% | +6.4% | +5.6% |
| 3M | +5.4% | +6.1% | -0.7% | +1.9% |
| 6M | +26.0% | +7.3% | +18.7% | +20.8% |
| YTD | +23.7% | +8.2% | +15.5% | +17.7% |
| 1Y | +34.4% | +14.4% | +19.9% | +24.1% |
| 3Y | +375.8% | +93.7% | +282.1% | +237.5% |
| 5Y | +911.8% | +16.4% | +895.4% | +789.2% |
| 10Y | +14,899.8% | +101.6% | +14,798.2% | +9,057.2% |
| All | +613,227.2% | +274.3% | +612,952.9% | +276,685.1% |
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