+581,928.1%
NVDA vs TMO
+4,379.0%
+577,549.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -4.3% | -2.5% | -1.8% | -2.6% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +9.1% | +25.3% | -16.2% | -8.0% |
| 6M | +18.5% | +20.9% | -2.4% | +1.1% |
| YTD | +17.4% | +4.3% | +13.1% | +10.3% |
| 1Y | +23.4% | +27.0% | -3.6% | -0.3% |
| 3Y | +380.6% | +17.5% | +363.1% | +290.5% |
| 5Y | +875.7% | +6.9% | +868.8% | +759.6% |
| 10Y | +14,854.2% | +332.0% | +14,522.2% | +4,848.3% |
| All | +581,928.1% | +4,379.0% | +577,549.1% | +49,612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling