+911.9%
NVDA vs TSN
-20.2%
+932.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.3% | -7.3% | +7.0% | 0.0% |
| 30D | +2.8% | -8.6% | +11.5% | +3.2% |
| 3M | +7.4% | -7.5% | +15.0% | +7.6% |
| 6M | +22.6% | -14.1% | +36.7% | +23.4% |
| YTD | +20.1% | -9.4% | +29.5% | +20.0% |
| 1Y | +31.2% | -4.1% | +35.2% | +30.0% |
| 3Y | +391.7% | +10.3% | +381.4% | +349.5% |
| 5Y | +911.9% | -19.7% | +931.6% | +1,177.6% |
| All | +911.9% | -20.2% | +932.1% | +1,177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling