+235.9%
NVDA vs TMF
-32.2%
+268.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -12.7% | -9.3% | -3.5% | -13.0% |
| 30D | -26.4% | +1.9% | -28.3% | -26.3% |
| 3M | -27.6% | -11.2% | -16.4% | -27.7% |
| 6M | -27.7% | -17.7% | -10.0% | -27.9% |
| YTD | -12.5% | -24.5% | +12.0% | -13.1% |
| 1Y | -12.6% | -29.4% | +16.8% | -13.6% |
| 3Y | +235.9% | -33.4% | +269.4% | +200.7% |
| All | +235.9% | -32.2% | +268.2% | +200.7% |
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 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