+919.8%
NVDA vs TMF
-87.5%
+1,007.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +5.4% | -10.9% | +16.3% | +5.7% |
| 6M | +26.0% | -21.3% | +47.3% | +26.7% |
| YTD | +23.7% | -15.9% | +39.5% | +24.1% |
| 1Y | +34.4% | -15.7% | +50.1% | +34.8% |
| 3Y | +375.8% | -43.4% | +419.2% | +376.4% |
| All | +919.8% | -87.5% | +1,007.4% | +826.6% |
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