+18.8%
NVDL vs TPR
+9.7%
+9.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.1% |
| 7D | -8.7% | -5.1% | -3.6% | -7.7% |
| 30D | -1.3% | -27.6% | +26.2% | +6.3% |
| 3M | +11.4% | -17.5% | +28.8% | +13.9% |
| 6M | +22.9% | -21.3% | +44.2% | +26.5% |
| YTD | +15.4% | -8.5% | +23.9% | +11.5% |
| 1Y | +18.8% | +11.5% | +7.3% | +2.6% |
| All | +18.8% | +9.7% | +9.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling