+10,058.2%
NVDA vs TT
+744.7%
+9,313.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -18.3% | +0.8% | -19.1% | -18.8% |
| 30D | -26.3% | -11.8% | -14.6% | -19.4% |
| 3M | -22.3% | -11.6% | -10.7% | -15.4% |
| 6M | -21.3% | -9.3% | -12.0% | -16.4% |
| YTD | -9.2% | +8.9% | -18.1% | -17.0% |
| 1Y | -14.9% | -2.2% | -12.7% | -15.7% |
| 3Y | +250.5% | +91.9% | +158.6% | +110.9% |
| 5Y | +475.8% | +136.0% | +339.8% | +192.0% |
| 10Y | +10,058.2% | +734.7% | +9,323.5% | +2,122.3% |
| All | +10,058.2% | +744.7% | +9,313.6% | +2,122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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