+331.8%
TPR vs NVD
-98.6%
+430.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.6% | +0.2% |
| 7D | -1.1% | +17.0% | -18.1% | +0.3% |
| 30D | +15.1% | +77.3% | -62.2% | +21.4% |
| 3M | -13.4% | +61.6% | -75.0% | -9.2% |
| 6M | +1.4% | +40.7% | -39.3% | +5.6% |
| YTD | +4.8% | -10.5% | +15.3% | +4.8% |
| 1Y | +29.2% | -6.1% | +35.3% | +30.4% |
| 3Y | +403.7% | -98.4% | +502.1% | +308.7% |
| All | +331.8% | -98.6% | +430.4% | +247.6% |
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