+31.0%
TMO vs NVDX
+772.1%
-741.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.6% | -10.2% | +9.6% | -0.2% |
| 30D | +1.1% | -7.3% | +8.5% | +1.4% |
| 3M | +28.3% | +5.5% | +22.8% | +27.6% |
| 6M | +23.3% | +18.3% | +5.0% | +21.4% |
| YTD | +5.5% | +11.4% | -6.0% | +3.9% |
| 1Y | +24.5% | +12.7% | +11.9% | +22.2% |
| All | +31.0% | +772.1% | -741.1% | +8.9% |
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