+2,622.7%
NVDL vs TFC
+36.6%
+2,586.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | +3.4% | -2.3% | +5.7% | +4.6% |
| 3M | +8.1% | +2.5% | +5.7% | +5.8% |
| 6M | +31.9% | +9.5% | +22.4% | +23.9% |
| YTD | +21.1% | +5.1% | +16.1% | +15.8% |
| 1Y | +34.0% | +15.5% | +18.6% | +20.9% |
| 3Y | +677.9% | +95.2% | +582.8% | +478.4% |
| All | +2,622.7% | +36.6% | +2,586.2% | +2,037.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling