+258.4%
NVDA vs TLN
+585.4%
-327.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +0.9% |
| 7D | -13.2% | +15.9% | -29.1% | -18.3% |
| 30D | -23.2% | -0.3% | -23.0% | -23.5% |
| 3M | -20.0% | +5.8% | -25.9% | -22.9% |
| 6M | -20.6% | -1.2% | -19.4% | -22.7% |
| YTD | -6.6% | +1.0% | -7.7% | -12.4% |
| 1Y | -9.8% | +1.1% | -11.0% | -15.9% |
| All | +258.4% | +585.4% | -327.1% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling