+2,494.8%
NVDL vs TXG
+76.7%
+2,418.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.3% |
| 7D | -8.7% | +5.0% | -13.7% | -10.1% |
| 30D | -1.3% | +13.5% | -14.8% | -5.2% |
| 3M | +11.4% | +128.0% | -116.7% | -14.8% |
| 6M | +22.9% | +224.4% | -201.5% | -16.5% |
| YTD | +15.4% | +307.0% | -291.6% | -28.6% |
| 1Y | +18.8% | +427.2% | -408.5% | -34.1% |
| 3Y | +641.4% | +40.2% | +601.2% | +420.7% |
| All | +2,494.8% | +76.7% | +2,418.1% | +1,394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling