+787.5%
NVDL vs TLN
+571.8%
+215.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -2.7% |
| 7D | -8.7% | +2.0% | -10.7% | -10.2% |
| 30D | -1.3% | -12.9% | +11.6% | +9.8% |
| 3M | +11.4% | -7.4% | +18.8% | +15.1% |
| 6M | +22.9% | -6.0% | +28.9% | +20.6% |
| YTD | +15.4% | -16.9% | +32.3% | +22.2% |
| 1Y | +18.8% | -22.6% | +41.4% | +34.0% |
| 3Y | +641.4% | +469.0% | +172.4% | +68.2% |
| All | +787.5% | +571.8% | +215.7% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling