+375.4%
NVDA vs TMF
-42.2%
+417.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +5.9% | -1.4% | +7.3% | +5.9% |
| 30D | +5.1% | -2.8% | +7.9% | +5.1% |
| 3M | +5.4% | -10.9% | +16.3% | +5.4% |
| 6M | +26.0% | -21.3% | +47.3% | +25.7% |
| YTD | +23.7% | -15.9% | +39.5% | +23.5% |
| 1Y | +34.4% | -15.7% | +50.1% | +34.2% |
| All | +375.4% | -42.2% | +417.6% | +348.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling