+456.8%
NVDA vs TLN
+574.4%
-117.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.7% |
| 30D | -2.5% | -14.3% | +11.9% | +3.5% |
| 3M | +6.7% | -9.3% | +16.0% | +9.2% |
| 6M | +17.6% | -1.1% | +18.7% | +13.9% |
| YTD | +17.3% | -16.6% | +33.9% | +20.3% |
| 1Y | +23.5% | -22.0% | +45.5% | +29.7% |
| 3Y | +384.6% | +470.2% | -85.6% | +107.8% |
| All | +456.8% | +574.4% | -117.5% | +148.1% |
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