-22.9%
TMUS vs NVDX
+9.6%
-32.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +0.4% | -10.2% | +10.7% | -0.4% |
| 30D | +3.5% | -7.3% | +10.9% | +3.0% |
| 3M | -1.3% | +5.5% | -6.8% | -0.1% |
| 6M | -13.6% | +18.3% | -31.9% | -10.7% |
| YTD | -8.8% | +11.4% | -20.2% | -5.4% |
| 1Y | -22.9% | +12.7% | -35.6% | -20.4% |
| All | -22.9% | +9.6% | -32.5% | -20.4% |
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