+785.9%
NVDL vs TLN
+574.4%
+211.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -10.3% | -1.3% | -9.0% | -9.4% |
| 30D | -7.1% | -14.3% | +7.2% | +4.6% |
| 3M | +6.6% | -9.3% | +15.9% | +12.0% |
| 6M | +21.1% | -1.1% | +22.2% | +13.9% |
| YTD | +15.2% | -16.6% | +31.8% | +21.6% |
| 1Y | +18.8% | -22.0% | +40.8% | +33.1% |
| 3Y | +649.9% | +470.2% | +179.7% | +69.7% |
| All | +785.9% | +574.4% | +211.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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