+38.0%
TMUS vs NVD
-99.2%
+137.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | +0.1% | -9.3% | +9.4% | +0.2% |
| 3M | -0.6% | -22.1% | +21.5% | -0.4% |
| 6M | -17.5% | -45.8% | +28.3% | -17.2% |
| YTD | -11.3% | -46.7% | +35.5% | -10.9% |
| 1Y | -25.4% | -59.5% | +34.1% | -25.2% |
| 3Y | +35.5% | -99.2% | +134.7% | +27.5% |
| All | +38.0% | -99.2% | +137.2% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling