+38.8%
TMUS vs NVD
-99.2%
+138.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | -0.3% | -7.7% | +7.4% | -0.2% |
| 30D | +3.1% | -5.8% | +8.9% | +3.2% |
| 3M | +2.4% | -23.2% | +25.6% | +2.7% |
| 6M | -17.1% | -49.7% | +32.7% | -16.7% |
| YTD | -9.1% | -47.7% | +38.6% | -8.6% |
| 1Y | -23.6% | -61.3% | +37.7% | -23.4% |
| 3Y | +38.8% | -99.2% | +138.0% | +31.4% |
| All | +38.8% | -99.2% | +138.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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