+35.8%
TMUS vs NVDL
+2,772.7%
-2,736.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.4% |
| 7D | +0.1% | +11.7% | -11.6% | +0.2% |
| 30D | +5.3% | +7.8% | -2.6% | +5.4% |
| 3M | +3.1% | +3.3% | -0.2% | +3.4% |
| 6M | -16.5% | +38.9% | -55.3% | -16.0% |
| YTD | -9.2% | +28.5% | -37.6% | -8.6% |
| 1Y | -26.5% | +40.6% | -67.1% | -26.1% |
| 3Y | +39.0% | +648.7% | -609.7% | +41.1% |
| All | +35.8% | +2,772.7% | -2,736.9% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling