-25.4%
TMUS vs NVT
+72.6%
-98.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.9% |
| 7D | -5.3% | +7.0% | -12.3% | -3.9% |
| 30D | +0.1% | -2.3% | +2.4% | -0.2% |
| 3M | -0.6% | -3.1% | +2.5% | -0.2% |
| 6M | -17.5% | +47.0% | -64.6% | -10.8% |
| YTD | -11.3% | +56.2% | -67.5% | -3.3% |
| 1Y | -25.4% | +74.5% | -99.9% | -15.2% |
| All | -25.4% | +72.6% | -98.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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