-41.1%
NVDL vs TMF
-30.5%
-10.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -24.8% | -9.3% | -15.5% | -23.1% |
| 30D | -48.0% | +1.9% | -50.0% | -48.4% |
| 3M | -51.5% | -11.2% | -40.3% | -49.2% |
| 6M | -54.9% | -17.7% | -37.2% | -51.5% |
| YTD | -39.2% | -24.5% | -14.8% | -35.3% |
| 1Y | -41.1% | -29.4% | -11.7% | -38.7% |
| All | -41.1% | -30.5% | -10.7% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling