+262.9%
NVDL vs TMF
-32.2%
+295.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.1% |
| 7D | -24.8% | -9.3% | -15.5% | -25.3% |
| 30D | -48.0% | +1.9% | -50.0% | -47.9% |
| 3M | -51.5% | -11.2% | -40.3% | -51.7% |
| 6M | -54.9% | -17.7% | -37.2% | -55.3% |
| YTD | -39.2% | -24.5% | -14.8% | -40.3% |
| 1Y | -41.1% | -29.4% | -11.7% | -42.7% |
| 3Y | +262.9% | -33.4% | +296.3% | +201.6% |
| All | +262.9% | -32.2% | +295.2% | +201.6% |
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