+38.6%
TMUS vs NVDX
+833.4%
-794.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | 0.0% |
| 7D | -0.3% | +7.3% | -7.6% | -0.2% |
| 30D | +3.1% | -0.9% | +4.1% | +3.2% |
| 3M | +2.4% | +8.4% | -6.0% | +2.7% |
| 6M | -17.1% | +38.2% | -55.2% | -16.7% |
| YTD | -9.1% | +19.3% | -28.4% | -8.6% |
| 1Y | -23.6% | +33.3% | -56.9% | -23.3% |
| All | +38.6% | +833.4% | -794.7% | +37.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling