+949.8%
NVDA vs TSLL
-54.2%
+1,004.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.2% | -6.3% |
| 7D | -11.6% | -14.3% | +2.7% | -9.4% |
| 30D | -22.1% | -6.2% | -15.9% | -21.7% |
| 3M | -20.1% | +21.2% | -41.3% | -24.1% |
| 6M | -16.8% | -36.6% | +19.8% | -13.3% |
| YTD | -4.0% | -47.8% | +43.8% | +2.3% |
| 1Y | -4.8% | -45.2% | +40.4% | -0.2% |
| 3Y | +281.7% | -3.3% | +284.9% | +178.0% |
| All | +949.8% | -54.2% | +1,004.0% | +804.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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