+1.0%
NVDA vs TSN
+19.9%
-19.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -1.6% |
| 7D | -7.1% | +8.4% | -15.5% | -4.8% |
| 30D | -16.2% | +16.1% | -32.3% | -12.6% |
| 3M | -5.5% | +3.2% | -8.6% | -4.0% |
| 6M | +1.1% | -11.1% | +12.2% | +1.5% |
| YTD | +7.6% | +5.1% | +2.5% | +9.5% |
| 1Y | +1.0% | +19.4% | -18.4% | -0.6% |
| All | +1.0% | +19.9% | -19.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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