+36,054.7%
NVDA vs TMUS
+335.3%
+35,719.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +2.3% |
| 7D | -13.2% | +8.2% | -21.4% | -15.5% |
| 30D | -23.2% | +13.4% | -36.6% | -26.8% |
| 3M | -20.0% | -3.0% | -17.0% | -20.4% |
| 6M | -20.6% | -8.8% | -11.9% | -20.2% |
| YTD | -6.6% | -13.8% | +7.2% | -5.3% |
| 1Y | -9.8% | -17.1% | +7.2% | -7.4% |
| 3Y | +260.5% | +22.7% | +237.8% | +213.4% |
| 5Y | +474.2% | +52.8% | +421.3% | +360.4% |
| 10Y | +7,949.9% | +244.6% | +7,705.3% | +4,909.9% |
| All | +36,054.7% | +335.3% | +35,719.3% | +16,788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling