+14,546.7%
NVDA vs TNA
+86.1%
+14,460.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.1% | -7.3% | +2.1% | -2.4% |
| 30D | -2.5% | -14.2% | +11.7% | +3.4% |
| 3M | +6.7% | -4.6% | +11.2% | +8.2% |
| 6M | +17.6% | +36.9% | -19.3% | +2.1% |
| YTD | +17.3% | +42.5% | -25.2% | -0.6% |
| 1Y | +23.5% | +45.8% | -22.3% | +1.7% |
| 3Y | +384.6% | +104.7% | +280.0% | +203.7% |
| 5Y | +875.4% | -21.7% | +897.1% | +725.2% |
| All | +14,546.7% | +86.1% | +14,460.6% | +6,274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling