+71.2%
TECK vs NVDX
+772.1%
-700.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.8% | -10.2% | +6.4% | -2.2% |
| 30D | +0.7% | -7.3% | +8.1% | +1.5% |
| 3M | +4.6% | +5.5% | -0.9% | +2.6% |
| 6M | +25.1% | +18.3% | +6.8% | +19.9% |
| YTD | +39.2% | +11.4% | +27.7% | +33.8% |
| 1Y | +60.3% | +12.7% | +47.6% | +52.9% |
| All | +71.2% | +772.1% | -700.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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