+7,836.4%
NVDA vs TLT
-12.6%
+7,849.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.1% |
| 7D | -12.7% | -3.1% | -9.6% | -13.4% |
| 30D | -26.4% | +1.0% | -27.5% | -26.2% |
| 3M | -27.6% | -2.7% | -24.9% | -28.0% |
| 6M | -27.7% | -4.1% | -23.6% | -28.3% |
| YTD | -12.5% | -5.4% | -7.1% | -13.5% |
| 1Y | -12.6% | -7.0% | -5.6% | -14.0% |
| 3Y | +235.9% | +2.8% | +233.1% | +239.9% |
| 5Y | +438.2% | -35.4% | +473.6% | +338.6% |
| All | +7,836.4% | -12.6% | +7,849.0% | +8,736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling