+2,490.2%
NVDL vs TFC
+37.3%
+2,452.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -10.3% | -2.4% | -7.9% | -9.2% |
| 30D | -7.1% | -3.4% | -3.8% | -5.6% |
| 3M | +6.6% | +0.4% | +6.1% | +5.4% |
| 6M | +21.1% | +12.7% | +8.4% | +12.1% |
| YTD | +15.2% | +5.6% | +9.6% | +9.9% |
| 1Y | +18.8% | +16.0% | +2.8% | +6.9% |
| 3Y | +649.9% | +94.0% | +555.9% | +458.2% |
| All | +2,490.2% | +37.3% | +2,452.9% | +1,928.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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