+27.1%
TMUS vs NVDL
+1,259.0%
-1,231.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.7% |
| 7D | +4.9% | -24.8% | +29.7% | +4.3% |
| 30D | +7.7% | -48.0% | +55.8% | +6.5% |
| 3M | -6.8% | -51.5% | +44.7% | -7.9% |
| 6M | -9.7% | -54.9% | +45.2% | -10.6% |
| YTD | -15.0% | -39.2% | +24.3% | -15.5% |
| 1Y | -19.1% | -41.1% | +22.0% | -19.6% |
| 3Y | +21.4% | +262.9% | -241.5% | +21.9% |
| All | +27.1% | +1,259.0% | -1,231.8% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling