-21.2%
TMUS vs NVDX
-27.2%
+6.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.2% | +9.3% | +2.4% |
| 7D | +7.5% | -14.1% | +21.6% | +6.0% |
| 30D | -3.3% | -31.3% | +28.0% | -6.4% |
| 3M | -9.7% | -16.2% | +6.5% | -10.7% |
| 6M | -17.2% | -11.9% | -5.3% | -16.7% |
| YTD | -20.3% | -9.4% | -10.9% | -18.5% |
| 1Y | -21.2% | -23.9% | +2.7% | -19.4% |
| All | -21.2% | -27.2% | +6.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling