+36.4%
TMUS vs NVDL
+2,476.2%
-2,439.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +0.4% | -10.3% | +10.8% | +0.3% |
| 30D | +3.5% | -7.1% | +10.6% | +3.5% |
| 3M | -1.3% | +6.6% | -7.9% | -1.1% |
| 6M | -13.6% | +21.1% | -34.7% | -13.3% |
| YTD | -8.8% | +15.2% | -24.0% | -8.4% |
| 1Y | -22.9% | +18.8% | -41.7% | -22.6% |
| 3Y | +36.7% | +649.9% | -613.2% | +38.8% |
| All | +36.4% | +2,476.2% | -2,439.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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