+2,490.2%
NVDL vs TDY
+40.2%
+2,450.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.5% |
| 7D | -10.3% | -1.1% | -9.2% | -9.2% |
| 30D | -7.1% | -12.0% | +4.9% | +6.4% |
| 3M | +6.6% | -3.2% | +9.8% | +10.7% |
| 6M | +21.1% | -7.9% | +28.9% | +32.8% |
| YTD | +15.2% | +18.2% | -3.0% | -4.3% |
| 1Y | +18.8% | +6.7% | +12.1% | +10.0% |
| 3Y | +649.9% | +47.5% | +602.4% | +408.0% |
| All | +2,490.2% | +40.2% | +2,450.0% | +1,714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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