+10,310.1%
NVDA vs TMF
-83.0%
+10,393.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -11.6% | +0.6% | -12.2% | -11.5% |
| 30D | -22.1% | +16.3% | -38.4% | -21.2% |
| 3M | -20.1% | -2.7% | -17.4% | -20.2% |
| 6M | -16.8% | -13.2% | -3.6% | -17.5% |
| YTD | -4.0% | -16.7% | +12.7% | -5.1% |
| 1Y | -4.8% | -22.7% | +17.9% | -6.4% |
| 3Y | +281.7% | -26.1% | +307.8% | +278.6% |
| 5Y | +485.4% | -88.4% | +573.8% | +351.9% |
| 10Y | +10,310.1% | -81.8% | +10,391.9% | +11,069.3% |
| All | +10,310.1% | -83.0% | +10,393.1% | +11,069.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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