+1,266.3%
NVDL vs TPR
+276.5%
+989.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -24.8% | -0.3% | -24.5% | -24.8% |
| 30D | -48.0% | +15.1% | -63.2% | -52.3% |
| 3M | -51.5% | +3.5% | -55.1% | -53.5% |
| 6M | -54.9% | +0.4% | -55.4% | -57.6% |
| YTD | -39.2% | +4.6% | -43.8% | -45.3% |
| 1Y | -41.1% | +33.1% | -74.2% | -54.8% |
| 3Y | +262.9% | +396.0% | -133.1% | +40.3% |
| All | +1,266.3% | +276.5% | +989.9% | +471.1% |
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