+4,836.5%
NVDA vs TW
+221.1%
+4,615.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +5.9% | -2.3% | +8.2% | +7.1% |
| 30D | +5.1% | +3.9% | +1.2% | +2.7% |
| 3M | +5.4% | +5.7% | -0.4% | +0.4% |
| 6M | +26.0% | -14.5% | +40.5% | +34.2% |
| YTD | +23.7% | -0.9% | +24.5% | +19.7% |
| 1Y | +34.4% | -13.5% | +47.9% | +40.1% |
| 3Y | +375.8% | +25.0% | +350.8% | +277.3% |
| 5Y | +911.8% | +22.7% | +889.1% | +697.2% |
| All | +4,836.5% | +221.1% | +4,615.4% | +2,490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling