+156,726.0%
NVDA vs TNA
+944.8%
+155,781.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.6% |
| 7D | -0.3% | -3.6% | +3.3% | +1.0% |
| 30D | +2.8% | -10.1% | +12.9% | +6.9% |
| 3M | +7.4% | +2.7% | +4.7% | +5.9% |
| 6M | +22.6% | +38.4% | -15.8% | +6.8% |
| YTD | +20.1% | +45.4% | -25.4% | +1.9% |
| 1Y | +31.2% | +55.9% | -24.8% | +6.5% |
| 3Y | +391.7% | +109.8% | +281.9% | +216.1% |
| 5Y | +911.9% | -22.5% | +934.4% | +779.1% |
| 10Y | +15,200.7% | +87.5% | +15,113.2% | +7,145.9% |
| All | +156,726.0% | +944.8% | +155,781.3% | +23,640.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling