+15,200.7%
NVDA vs TLT
-20.1%
+15,220.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.4% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +7.4% | -2.9% | +10.3% | +6.8% |
| 6M | +22.6% | -6.3% | +28.9% | +20.8% |
| YTD | +20.1% | -3.3% | +23.4% | +19.2% |
| 1Y | +31.2% | -4.2% | +35.4% | +30.0% |
| 3Y | +391.7% | -1.7% | +393.4% | +389.8% |
| 5Y | +911.9% | -34.9% | +946.8% | +725.4% |
| 10Y | +15,200.7% | -19.8% | +15,220.5% | +16,624.2% |
| All | +15,200.7% | -20.1% | +15,220.8% | +16,624.2% |
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