+2,788.3%
NVDL vs TMF
-65.4%
+2,853.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | +11.7% | -1.4% | +13.1% | +11.7% |
| 30D | +7.8% | -2.8% | +10.7% | +7.9% |
| 3M | +3.3% | -10.9% | +14.2% | +3.4% |
| 6M | +38.9% | -21.3% | +60.2% | +38.8% |
| YTD | +28.5% | -15.9% | +44.4% | +28.5% |
| 1Y | +40.6% | -15.7% | +56.3% | +40.5% |
| 3Y | +648.7% | -43.4% | +692.1% | +632.6% |
| All | +2,788.3% | -65.4% | +2,853.7% | +2,886.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling