+34.4%
NVDA vs TMUS
-27.1%
+61.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | -0.1% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +5.1% | +5.3% | -0.2% | +6.8% |
| 3M | +5.4% | +3.1% | +2.2% | +7.8% |
| 6M | +26.0% | -16.5% | +42.5% | +19.7% |
| YTD | +23.7% | -9.2% | +32.8% | +20.5% |
| 1Y | +34.4% | -26.5% | +60.9% | +20.7% |
| All | +34.4% | -27.1% | +61.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling