+2,490.2%
NVDL vs TW
+55.8%
+2,434.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -10.3% | -4.5% | -5.8% | -8.4% |
| 30D | -7.1% | -2.3% | -4.9% | -6.3% |
| 3M | +6.6% | +2.6% | +4.0% | +3.3% |
| 6M | +21.1% | -17.5% | +38.6% | +31.4% |
| YTD | +15.2% | -5.3% | +20.5% | +13.5% |
| 1Y | +18.8% | -14.8% | +33.6% | +25.0% |
| 3Y | +649.9% | +18.8% | +631.1% | +529.5% |
| All | +2,490.2% | +55.8% | +2,434.3% | +1,465.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling