+341.5%
TPR vs NVD
-98.6%
+440.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | +0.6% |
| 7D | +12.1% | +43.9% | -31.8% | +15.8% |
| 30D | +16.7% | +74.0% | -57.3% | +22.9% |
| 3M | -17.4% | +48.3% | -65.7% | -14.2% |
| 6M | +2.3% | +30.3% | -28.1% | +5.7% |
| YTD | +7.1% | -12.9% | +20.0% | +6.9% |
| 1Y | +29.5% | -4.0% | +33.5% | +31.2% |
| 3Y | +415.0% | -98.5% | +513.5% | +316.8% |
| All | +341.5% | -98.6% | +440.1% | +254.5% |
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