+10,058.2%
NVDA vs TMUS
+235.5%
+9,822.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -18.3% | +9.5% | -27.8% | -21.6% |
| 30D | -26.3% | +13.8% | -40.1% | -31.1% |
| 3M | -22.3% | -4.6% | -17.7% | -22.2% |
| 6M | -21.3% | -11.7% | -9.6% | -19.5% |
| YTD | -9.2% | -15.4% | +6.2% | -6.6% |
| 1Y | -14.9% | -16.1% | +1.2% | -12.4% |
| 3Y | +250.5% | +20.5% | +230.0% | +166.2% |
| 5Y | +475.8% | +48.7% | +427.1% | +272.1% |
| 10Y | +10,058.2% | +240.8% | +9,817.4% | +3,776.8% |
| All | +10,058.2% | +235.5% | +9,822.7% | +3,776.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling