+107.9%
TFC vs NVDX
+774.9%
-667.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.6% |
| 7D | -2.5% | -8.6% | +6.2% | -2.0% |
| 30D | -2.8% | -1.4% | -1.4% | -2.9% |
| 3M | +2.1% | +10.6% | -8.5% | +1.1% |
| 6M | +10.1% | +20.2% | -10.0% | +7.8% |
| YTD | +5.4% | +11.8% | -6.4% | +3.4% |
| 1Y | +16.3% | +12.9% | +3.4% | +13.3% |
| All | +107.9% | +774.9% | -667.0% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling