+21.4%
TMUS vs NVMI
+183.9%
-162.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.9% |
| 7D | +4.9% | +1.5% | +3.4% | +5.0% |
| 30D | +7.7% | -4.1% | +11.8% | +7.5% |
| 3M | -6.8% | -22.8% | +16.0% | -8.1% |
| 6M | -9.7% | -36.9% | +27.2% | -11.5% |
| YTD | -15.0% | -3.2% | -11.7% | -15.4% |
| 1Y | -19.1% | +7.1% | -26.2% | -19.4% |
| 3Y | +21.4% | +181.5% | -160.1% | +22.9% |
| All | +21.4% | +183.9% | -162.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 3y: compounded portfolio wealth divided by compounded NVMI 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…
3y analysis · Full analysis span regression · 6 months rolling