+7,999.2%
NVDA vs TPR
+365.1%
+7,634.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -8.5% | -1.1% | -7.3% | -8.2% |
| 30D | -27.3% | +15.1% | -42.4% | -31.4% |
| 3M | -25.8% | -13.4% | -12.4% | -23.3% |
| 6M | -24.6% | +1.4% | -25.9% | -27.1% |
| YTD | -10.7% | +4.8% | -15.5% | -15.8% |
| 1Y | -14.0% | +29.2% | -43.2% | -25.4% |
| 3Y | +244.9% | +403.7% | -158.8% | +70.6% |
| 5Y | +449.3% | +230.8% | +218.4% | +212.2% |
| All | +7,999.2% | +365.1% | +7,634.2% | +4,056.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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