+512.4%
TLN vs NVDX
+815.5%
-303.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +5.8% | -0.9% | +6.7% | +6.0% |
| 30D | -6.9% | +3.0% | -9.8% | -8.1% |
| 3M | -10.9% | +6.8% | -17.7% | -13.7% |
| 6M | -4.6% | +28.6% | -33.2% | -13.5% |
| YTD | -14.7% | +17.0% | -31.7% | -21.3% |
| 1Y | -17.9% | +27.0% | -44.9% | -26.5% |
| All | +512.4% | +815.5% | -303.1% | +326.6% |
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