+136,502.0%
NVDA vs TLT
+127.7%
+136,374.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -6.3% |
| 7D | -18.3% | -0.3% | -18.0% | -18.4% |
| 30D | -26.3% | +3.7% | -30.1% | -24.6% |
| 3M | -22.3% | -0.7% | -21.6% | -22.5% |
| 6M | -21.3% | -4.2% | -17.1% | -23.4% |
| YTD | -9.2% | -4.0% | -5.3% | -11.6% |
| 1Y | -14.9% | -5.8% | -9.1% | -18.2% |
| 3Y | +250.5% | +4.1% | +246.4% | +263.5% |
| 5Y | +475.8% | -34.8% | +510.6% | +311.1% |
| 10Y | +10,058.2% | -12.3% | +10,070.6% | +9,990.6% |
| All | +136,502.0% | +127.7% | +136,374.3% | +1,018,229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling