-14.0%
NVDA vs TPR
+29.9%
-44.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -8.5% | -1.1% | -7.3% | -8.5% |
| 30D | -27.3% | +15.1% | -42.4% | -27.5% |
| 3M | -25.8% | -13.4% | -12.4% | -24.2% |
| 6M | -24.6% | +1.4% | -25.9% | -25.6% |
| YTD | -10.7% | +4.8% | -15.5% | -12.5% |
| 1Y | -14.0% | +29.2% | -43.2% | -20.7% |
| All | -14.0% | +29.9% | -44.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling