+56.7%
TSLA vs NVD
-99.1%
+155.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.6% |
| 7D | +3.2% | +10.8% | -7.6% | +5.7% |
| 30D | +11.6% | +0.8% | +10.8% | +12.7% |
| 3M | -8.4% | -20.8% | +12.4% | -11.3% |
| 6M | -10.4% | -41.2% | +30.8% | -17.0% |
| YTD | -18.7% | -44.2% | +25.5% | -24.6% |
| 1Y | -0.9% | -54.2% | +53.2% | -10.0% |
| 3Y | +33.6% | -99.1% | +132.7% | -24.1% |
| All | +56.7% | -99.1% | +155.8% | -10.4% |
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