+399.1%
NVDA vs TMUS
+41.6%
+357.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +5.1% | +5.3% | -0.2% | +5.5% |
| 3M | +5.4% | +3.1% | +2.2% | +5.9% |
| 6M | +26.0% | -16.5% | +42.5% | +26.0% |
| YTD | +23.7% | -9.2% | +32.8% | +23.7% |
| 1Y | +34.4% | -26.5% | +60.9% | +36.3% |
| All | +399.1% | +41.6% | +357.5% | +321.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling