+68.6%
TXN vs NVDL
+2,476.2%
-2,407.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +4.0% | -10.3% | +14.3% | +5.5% |
| 30D | -2.9% | -7.1% | +4.3% | -2.2% |
| 3M | -9.1% | +6.6% | -15.7% | -10.3% |
| 6M | +36.6% | +21.1% | +15.6% | +31.4% |
| YTD | +57.5% | +15.2% | +42.3% | +51.4% |
| 1Y | +49.5% | +18.8% | +30.7% | +41.5% |
| 3Y | +76.5% | +649.9% | -573.4% | +16.7% |
| All | +68.6% | +2,476.2% | -2,407.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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