+848.3%
NVDL vs TLN
+602.5%
+245.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -6.2% |
| 7D | +7.3% | +10.9% | -3.6% | -1.3% |
| 30D | -0.7% | -6.3% | +5.6% | +4.0% |
| 3M | +9.5% | -10.7% | +20.2% | +16.7% |
| 6M | +41.6% | +1.6% | +40.0% | +30.2% |
| YTD | +23.3% | -13.1% | +36.4% | +25.9% |
| 1Y | +40.3% | -15.1% | +55.3% | +46.1% |
| 3Y | +692.2% | +495.0% | +197.2% | +73.4% |
| All | +848.3% | +602.5% | +245.8% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling