+444.8%
NVDA vs TW
+41.2%
+403.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -12.7% | +3.9% | -16.7% | -14.3% |
| 30D | -26.4% | +19.9% | -46.3% | -32.7% |
| 3M | -27.6% | +25.9% | -53.6% | -35.7% |
| 6M | -27.7% | +21.1% | -48.9% | -35.4% |
| YTD | -12.5% | +23.9% | -36.4% | -24.2% |
| 1Y | -12.6% | +21.2% | -33.9% | -23.6% |
| 3Y | +235.9% | +44.8% | +191.2% | +137.3% |
| All | +444.8% | +41.2% | +403.5% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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