-14.0%
NVDA vs TLT
-7.2%
-6.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -3.8% |
| 7D | -8.5% | -2.7% | -5.8% | -7.6% |
| 30D | -27.3% | +2.2% | -29.4% | -28.0% |
| 3M | -25.8% | -1.7% | -24.0% | -24.7% |
| 6M | -24.6% | -4.0% | -20.6% | -22.5% |
| YTD | -10.7% | -4.9% | -5.7% | -9.3% |
| 1Y | -14.0% | -7.4% | -6.7% | -14.0% |
| All | -14.0% | -7.2% | -6.8% | -14.0% |
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