+15,200.7%
NVDA vs TMUS
+304.7%
+14,896.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.2% |
| 7D | -0.3% | -5.3% | +5.0% | +2.2% |
| 30D | +2.8% | +0.1% | +2.7% | +2.5% |
| 3M | +7.4% | -0.6% | +8.0% | +5.9% |
| 6M | +22.6% | -17.5% | +40.2% | +31.7% |
| YTD | +20.1% | -11.3% | +31.3% | +22.9% |
| 1Y | +31.2% | -25.4% | +56.6% | +46.9% |
| 3Y | +391.7% | +35.5% | +356.2% | +256.4% |
| 5Y | +911.9% | +41.9% | +870.0% | +598.2% |
| 10Y | +15,200.7% | +317.8% | +14,882.9% | +5,375.9% |
| All | +15,200.7% | +304.7% | +14,896.0% | +5,375.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling