+2,622.7%
NVDL vs TMF
-66.0%
+2,688.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -0.8% | -0.9% | 0.0% | -0.8% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | +8.1% | -11.3% | +19.4% | +8.3% |
| 6M | +31.9% | -22.7% | +54.6% | +31.8% |
| YTD | +21.1% | -17.3% | +38.5% | +21.2% |
| 1Y | +34.0% | -22.5% | +56.5% | +34.0% |
| 3Y | +677.9% | -43.2% | +721.2% | +660.1% |
| All | +2,622.7% | -66.0% | +2,688.7% | +2,716.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling