+2,494.8%
NVDL vs TMF
-67.2%
+2,561.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -4.6% |
| 7D | -8.7% | -4.8% | -3.9% | -8.6% |
| 30D | -1.3% | -4.9% | +3.6% | -1.2% |
| 3M | +11.4% | -13.4% | +24.8% | +11.6% |
| 6M | +22.9% | -23.0% | +45.9% | +23.0% |
| YTD | +15.4% | -20.2% | +35.6% | +15.5% |
| 1Y | +18.8% | -26.5% | +45.2% | +18.7% |
| 3Y | +641.4% | -45.2% | +686.6% | +624.8% |
| All | +2,494.8% | -67.2% | +2,561.9% | +2,585.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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