+457.0%
NVDA vs TLN
+571.8%
-114.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.2% |
| 7D | -4.3% | +2.0% | -6.3% | -5.1% |
| 30D | +0.5% | -12.9% | +13.5% | +6.0% |
| 3M | +9.1% | -7.4% | +16.5% | +10.7% |
| 6M | +18.5% | -6.0% | +24.5% | +17.2% |
| YTD | +17.4% | -16.9% | +34.2% | +20.5% |
| 1Y | +23.4% | -22.6% | +46.1% | +30.1% |
| 3Y | +380.6% | +469.0% | -88.4% | +106.4% |
| All | +457.0% | +571.8% | -114.8% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling