-20.1%
NVDL vs TXG
+406.9%
-427.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -6.9% |
| 7D | -14.0% | -19.3% | +5.2% | -10.0% |
| 30D | -31.2% | -30.9% | -0.3% | -26.2% |
| 3M | -15.5% | +41.1% | -56.6% | -23.0% |
| 6M | -10.3% | +211.9% | -222.1% | -31.0% |
| YTD | -5.8% | +314.0% | -319.8% | -33.4% |
| 1Y | -20.1% | +405.4% | -425.5% | -47.4% |
| All | -20.1% | +406.9% | -427.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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