+282.8%
TPR vs NVD
-99.2%
+382.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -3.4% |
| 7D | -3.4% | -7.7% | +4.3% | -4.1% |
| 30D | -27.3% | -5.8% | -21.5% | -27.6% |
| 3M | -16.2% | -23.2% | +7.0% | -17.9% |
| 6M | -17.9% | -49.7% | +31.8% | -22.7% |
| YTD | -7.1% | -47.7% | +40.6% | -11.7% |
| 1Y | +13.6% | -61.3% | +75.0% | +5.7% |
| 3Y | +293.7% | -99.2% | +392.9% | +201.2% |
| All | +282.8% | -99.2% | +382.0% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling