+4,674.3%
NVDA vs TXG
+27.0%
+4,647.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.9% |
| 7D | -5.1% | +9.5% | -14.6% | -7.5% |
| 30D | -2.5% | +18.8% | -21.2% | -7.2% |
| 3M | +6.7% | +136.1% | -129.4% | -17.1% |
| 6M | +17.6% | +235.2% | -217.6% | -18.4% |
| YTD | +17.3% | +320.5% | -303.2% | -24.8% |
| 1Y | +23.5% | +425.2% | -401.7% | -27.5% |
| 3Y | +384.6% | +42.9% | +341.7% | +277.1% |
| 5Y | +875.4% | -62.8% | +938.2% | +933.3% |
| All | +4,674.3% | +27.0% | +4,647.3% | +3,710.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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