+334.1%
TPR vs NVD
-98.7%
+432.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -2.2% |
| 7D | +6.4% | +27.3% | -20.9% | +8.7% |
| 30D | +13.8% | +59.9% | -46.2% | +18.9% |
| 3M | -16.6% | +39.4% | -56.1% | -13.8% |
| 6M | +0.7% | +27.6% | -26.9% | +3.9% |
| YTD | +5.3% | -17.9% | +23.2% | +4.6% |
| 1Y | +32.4% | -14.5% | +46.8% | +32.5% |
| 3Y | +406.4% | -98.6% | +504.9% | +307.7% |
| All | +334.1% | -98.7% | +432.8% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling