+507.3%
TLN vs NVDX
+871.3%
-364.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.3% | +3.4% |
| 7D | +7.1% | +11.6% | -4.6% | +4.0% |
| 30D | -3.9% | +7.5% | -11.4% | -6.2% |
| 3M | -16.2% | +2.1% | -18.3% | -17.9% |
| 6M | -5.8% | +35.5% | -41.3% | -15.7% |
| YTD | -15.4% | +24.1% | -39.6% | -23.1% |
| 1Y | -16.7% | +33.0% | -49.6% | -26.3% |
| All | +507.3% | +871.3% | -364.0% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling