+2,490.2%
NVDL vs TPR
+236.9%
+2,253.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.3% |
| 7D | -10.3% | -3.0% | -7.3% | -9.0% |
| 30D | -7.1% | -22.6% | +15.5% | +4.3% |
| 3M | +6.6% | -18.2% | +24.8% | +14.8% |
| 6M | +21.1% | -18.0% | +39.0% | +28.2% |
| YTD | +15.2% | -6.4% | +21.6% | +11.6% |
| 1Y | +18.8% | +12.3% | +6.5% | +1.4% |
| 3Y | +649.9% | +298.7% | +351.2% | +228.2% |
| All | +2,490.2% | +236.9% | +2,253.3% | +1,064.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling