+14,572.5%
NVDA vs TPR
+305.2%
+14,267.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.7% |
| 7D | +3.8% | -3.4% | +7.2% | +5.1% |
| 30D | +0.8% | -27.3% | +28.1% | +11.9% |
| 3M | +8.2% | -16.2% | +24.4% | +13.5% |
| 6M | +27.1% | -17.9% | +45.0% | +33.0% |
| YTD | +21.2% | -7.1% | +28.3% | +20.4% |
| 1Y | +34.3% | +13.6% | +20.7% | +22.6% |
| 3Y | +396.3% | +293.7% | +102.5% | +170.5% |
| 5Y | +913.8% | +239.1% | +674.7% | +478.2% |
| 10Y | +14,572.5% | +311.2% | +14,261.3% | +7,423.8% |
| All | +14,572.5% | +305.2% | +14,267.3% | +7,423.8% |
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