+702.7%
NVDL vs TMF
-41.1%
+743.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.3% | +1.0% | +6.3% | +7.3% |
| 30D | -0.7% | -1.8% | +1.2% | -0.7% |
| 3M | +9.5% | -8.2% | +17.7% | +9.3% |
| 6M | +41.6% | -19.5% | +61.1% | +40.5% |
| YTD | +23.3% | -16.0% | +39.3% | +22.6% |
| 1Y | +40.3% | -22.5% | +62.8% | +39.0% |
| All | +702.7% | -41.1% | +743.8% | +626.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling