+14,551.4%
NVDA vs TSN
-5.9%
+14,557.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -4.3% | +1.4% | -5.7% | -4.6% |
| 30D | +0.5% | -6.2% | +6.7% | +1.6% |
| 3M | +9.1% | -5.7% | +14.7% | +9.8% |
| 6M | +18.5% | -11.4% | +29.8% | +20.3% |
| YTD | +17.4% | -8.2% | +25.5% | +18.0% |
| 1Y | +23.4% | -2.0% | +25.5% | +21.8% |
| 3Y | +380.6% | +11.9% | +368.7% | +341.8% |
| 5Y | +875.7% | -17.8% | +893.5% | +893.7% |
| All | +14,551.4% | -5.9% | +14,557.3% | +13,305.9% |
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