+384.6%
NVDA vs TMO
+19.5%
+365.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -2.5% | +1.1% | -3.6% | -2.8% |
| 3M | +6.7% | +28.3% | -21.7% | -1.0% |
| 6M | +17.6% | +23.3% | -5.7% | +10.2% |
| YTD | +17.3% | +5.5% | +11.9% | +15.2% |
| 1Y | +23.5% | +24.5% | -1.0% | +14.0% |
| 3Y | +384.6% | +19.6% | +365.1% | +334.9% |
| All | +384.6% | +19.5% | +365.2% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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