+343.2%
NVDA vs TLN
+716.6%
-373.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.3% |
| 1Y | -9.8% | +1.1% | -11.0% | -15.8% |
| 3Y | +260.5% | +591.7% | -331.2% | +42.1% |
| All | +343.2% | +716.6% | -373.5% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling