-14.9%
NVDA vs TLT
-5.8%
-9.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.1% |
| 7D | -18.3% | -0.3% | -18.0% | -18.2% |
| 30D | -26.3% | +3.7% | -30.1% | -27.5% |
| 3M | -22.3% | -0.7% | -21.6% | -21.5% |
| 6M | -21.3% | -4.2% | -17.1% | -19.2% |
| YTD | -9.2% | -4.0% | -5.3% | -8.2% |
| 1Y | -14.9% | -5.8% | -9.1% | -15.2% |
| All | -14.9% | -5.8% | -9.2% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling