+508.6%
NVDA vs TMF
-88.0%
+596.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | -8.8% | +1.2% | -10.0% | -8.8% |
| 30D | -21.4% | +19.7% | -41.1% | -21.8% |
| 3M | -14.7% | -2.1% | -12.6% | -14.6% |
| 6M | -10.0% | -13.4% | +3.5% | -9.7% |
| YTD | +0.3% | -16.7% | +17.0% | +0.7% |
| 1Y | -0.5% | -23.3% | +22.8% | 0.0% |
| 3Y | +309.2% | -24.8% | +334.0% | +304.9% |
| All | +508.6% | -88.0% | +596.5% | +416.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling