+35.2%
TMUS vs NVDX
+774.9%
-739.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.2% |
| 7D | -5.8% | -8.6% | +2.9% | -5.9% |
| 30D | -0.2% | -1.4% | +1.2% | -0.2% |
| 3M | -4.0% | +10.6% | -14.6% | -3.7% |
| 6M | -18.1% | +20.2% | -38.3% | -17.8% |
| YTD | -11.3% | +11.8% | -23.1% | -11.0% |
| 1Y | -24.7% | +12.9% | -37.7% | -24.5% |
| All | +35.2% | +774.9% | -739.7% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling