+38.8%
TMUS vs NVT
+193.5%
-154.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.3% |
| 7D | -0.3% | +10.4% | -10.6% | +0.4% |
| 30D | +3.1% | -1.3% | +4.4% | +3.1% |
| 3M | +2.4% | -0.6% | +3.0% | +2.7% |
| 6M | -17.1% | +53.8% | -70.8% | -16.3% |
| YTD | -9.1% | +60.2% | -69.3% | -8.4% |
| 1Y | -23.6% | +76.8% | -100.4% | -23.4% |
| 3Y | +38.8% | +191.2% | -152.4% | +29.0% |
| All | +38.8% | +193.5% | -154.7% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling