+41.9%
TMUS vs NVMI
+274.3%
-232.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -5.3% | +6.9% | -12.3% | -5.3% |
| 30D | +0.1% | -2.8% | +2.9% | +0.1% |
| 3M | -0.6% | -27.3% | +26.7% | -0.5% |
| 6M | -17.5% | -13.7% | -3.9% | -17.9% |
| YTD | -11.3% | +13.8% | -25.1% | -12.8% |
| 1Y | -25.4% | +34.9% | -60.2% | -27.5% |
| 3Y | +35.5% | +213.5% | -178.0% | +17.1% |
| 5Y | +41.9% | +272.5% | -230.6% | +15.3% |
| All | +41.9% | +274.3% | -232.4% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling