+14,572.5%
NVDA vs TMF
-86.8%
+14,659.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +3.8% | +1.0% | +2.8% | +3.9% |
| 30D | +0.8% | -1.8% | +2.6% | +0.7% |
| 3M | +8.2% | -8.2% | +16.4% | +7.6% |
| 6M | +27.1% | -19.5% | +46.6% | +25.2% |
| YTD | +21.2% | -16.0% | +37.1% | +19.8% |
| 1Y | +34.3% | -22.5% | +56.8% | +32.1% |
| 3Y | +396.3% | -42.3% | +438.5% | +381.8% |
| 5Y | +913.8% | -87.7% | +1,001.5% | +702.5% |
| 10Y | +14,572.5% | -86.5% | +14,659.0% | +15,666.7% |
| All | +14,572.5% | -86.8% | +14,659.3% | +15,666.7% |
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