+7,836.4%
NVDA vs TSN
+14.5%
+7,822.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -12.7% | -1.4% | -11.3% | -12.5% |
| 30D | -26.4% | +8.5% | -34.9% | -27.6% |
| 3M | -27.6% | +5.3% | -32.9% | -28.6% |
| 6M | -27.7% | -10.5% | -17.2% | -26.5% |
| YTD | -12.5% | +3.0% | -15.4% | -14.1% |
| 1Y | -12.6% | +12.1% | -24.8% | -16.0% |
| 3Y | +235.9% | +43.1% | +192.8% | +189.3% |
| 5Y | +438.2% | -15.1% | +453.3% | +449.7% |
| All | +7,836.4% | +14.5% | +7,822.0% | +6,892.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling