+137.8%
TT vs NVDX
+772.1%
-634.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -1.2% | -10.2% | +9.0% | +0.1% |
| 30D | -7.3% | -7.3% | 0.0% | -6.8% |
| 3M | -3.6% | +5.5% | -9.1% | -5.0% |
| 6M | +2.8% | +18.3% | -15.5% | -0.9% |
| YTD | +14.5% | +11.4% | +3.1% | +10.6% |
| 1Y | +7.4% | +12.7% | -5.3% | +2.7% |
| All | +137.8% | +772.1% | -634.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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