+320.5%
TMUS vs NVMI
+14,048.3%
-13,727.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -4.0% |
| 7D | +0.1% | +6.6% | -6.5% | -0.6% |
| 30D | +5.3% | -7.5% | +12.8% | +5.9% |
| 3M | +3.1% | -28.5% | +31.6% | +5.6% |
| 6M | -16.5% | -15.7% | -0.7% | -16.4% |
| YTD | -9.2% | +13.3% | -22.5% | -12.3% |
| 1Y | -26.5% | +48.3% | -74.8% | -31.5% |
| 3Y | +39.0% | +191.2% | -152.2% | +15.9% |
| 5Y | +40.4% | +268.7% | -228.3% | +11.7% |
| 10Y | +303.7% | +3,034.8% | -2,731.1% | +150.0% |
| All | +320.5% | +14,048.3% | -13,727.8% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling