+270.2%
TPR vs NVD
-99.2%
+369.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.1% |
| 7D | -7.3% | +0.5% | -7.8% | -7.2% |
| 30D | -30.7% | -9.3% | -21.4% | -31.3% |
| 3M | -21.6% | -22.1% | +0.5% | -23.1% |
| 6M | -21.3% | -45.8% | +24.5% | -25.3% |
| YTD | -10.2% | -46.7% | +36.5% | -14.4% |
| 1Y | +9.5% | -59.5% | +69.0% | +2.4% |
| 3Y | +280.8% | -99.2% | +379.9% | +191.9% |
| All | +270.2% | -99.2% | +369.3% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling