+281.7%
NVDA vs TMUS
+21.1%
+260.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -3.7% |
| 7D | -11.6% | +5.3% | -16.9% | -10.9% |
| 30D | -22.1% | +13.5% | -35.6% | -20.7% |
| 3M | -20.1% | -4.2% | -15.9% | -19.9% |
| 6M | -16.8% | -11.9% | -4.9% | -16.8% |
| YTD | -4.0% | -15.6% | +11.6% | -4.1% |
| 1Y | -4.8% | -16.8% | +12.0% | -5.0% |
| 3Y | +281.7% | +20.8% | +260.9% | +321.4% |
| All | +281.7% | +21.1% | +260.5% | +321.4% |
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