-49.0%
NVDL vs TPR
-17.3%
-31.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.4% | -9.3% |
| 7D | -17.5% | -1.1% | -16.3% | -17.9% |
| 30D | -49.2% | +15.1% | -64.3% | -44.8% |
| 3M | -49.0% | -13.4% | -35.6% | -50.7% |
| All | -49.0% | -17.3% | -31.7% | -50.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling