+10,774.4%
NVDA vs TPR
+391.0%
+10,383.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | -8.8% | +14.2% | -23.0% | -13.5% |
| 30D | -21.4% | +17.1% | -38.5% | -26.3% |
| 3M | -14.7% | -17.7% | +3.0% | -10.2% |
| 6M | -10.0% | -10.2% | +0.2% | -9.3% |
| YTD | +0.3% | +4.9% | -4.6% | -5.4% |
| 1Y | -0.5% | +36.1% | -36.7% | -15.3% |
| 3Y | +309.2% | +416.5% | -107.3% | +100.5% |
| 5Y | +530.1% | +254.8% | +275.3% | +250.4% |
| All | +10,774.4% | +391.0% | +10,383.4% | +5,408.6% |
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