+848.3%
NVDX vs TMF
-17.5%
+865.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.9% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +3.0% | -1.0% | +4.0% | +3.0% |
| 3M | +6.8% | -11.3% | +18.0% | +6.6% |
| 6M | +28.6% | -22.7% | +51.3% | +27.4% |
| YTD | +17.0% | -17.3% | +34.3% | +16.3% |
| 1Y | +27.0% | -22.5% | +49.5% | +25.9% |
| All | +848.3% | -17.5% | +865.8% | +614.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling