-9.8%
NVDA vs TPR
+28.7%
-38.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +2.8% |
| 7D | -13.2% | +6.4% | -19.6% | -13.2% |
| 30D | -23.2% | +13.8% | -37.0% | -23.4% |
| 3M | -20.0% | -16.6% | -3.4% | -17.9% |
| 6M | -20.6% | +0.7% | -21.3% | -21.5% |
| YTD | -6.6% | +5.3% | -12.0% | -8.6% |
| 1Y | -9.8% | +32.4% | -42.2% | -19.3% |
| All | -9.8% | +28.7% | -38.5% | -19.3% |
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