+47,786.3%
NVDA vs TMUS
+359.0%
+47,427.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.0% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +5.1% | +5.3% | -0.2% | +3.1% |
| 3M | +5.4% | +3.1% | +2.2% | +3.1% |
| 6M | +26.0% | -16.5% | +42.5% | +31.6% |
| YTD | +23.7% | -9.2% | +32.8% | +24.9% |
| 1Y | +34.4% | -26.5% | +60.9% | +45.4% |
| 3Y | +375.8% | +39.0% | +336.8% | +301.2% |
| 5Y | +911.8% | +40.4% | +871.4% | +746.5% |
| 10Y | +14,899.8% | +303.7% | +14,596.1% | +8,907.2% |
| All | +47,786.3% | +359.0% | +47,427.3% | +22,171.5% |
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