+29.7%
TMUS vs NVDX
+357.5%
-327.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.7% |
| 7D | +4.9% | -24.7% | +29.6% | +4.3% |
| 30D | +7.7% | -48.2% | +55.9% | +6.4% |
| 3M | -6.8% | -51.9% | +45.1% | -7.9% |
| 6M | -9.7% | -55.6% | +46.0% | -10.7% |
| YTD | -15.0% | -41.5% | +26.6% | -15.6% |
| 1Y | -19.1% | -44.0% | +24.9% | -19.7% |
| 3Y | +21.4% | +262.2% | -240.8% | +20.2% |
| All | +29.7% | +357.5% | -327.9% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling