+136.0%
NVO vs TMUS
+330.9%
-194.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.7% |
| 7D | -7.6% | +0.4% | -8.0% | -7.7% |
| 30D | -6.0% | +3.5% | -9.5% | -6.6% |
| 3M | -0.8% | -1.3% | +0.5% | -0.9% |
| 6M | +16.5% | -13.6% | +30.1% | +19.3% |
| YTD | -11.1% | -8.8% | -2.4% | -10.5% |
| 1Y | -16.7% | -22.9% | +6.1% | -12.9% |
| 3Y | -52.9% | +36.7% | -89.6% | -58.0% |
| 5Y | -3.0% | +46.6% | -49.6% | -16.0% |
| All | +136.0% | +330.9% | -194.9% | +67.6% |
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