+21.4%
TMUS vs NVT
+131.3%
-109.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | +4.9% | +8.0% | -3.1% | +5.6% |
| 30D | +7.7% | -24.8% | +32.5% | +5.4% |
| 3M | -6.8% | -32.4% | +25.6% | -9.3% |
| 6M | -9.7% | -33.5% | +23.8% | -11.8% |
| YTD | -15.0% | +13.2% | -28.1% | -16.0% |
| 1Y | -19.1% | +9.0% | -28.1% | -20.1% |
| 3Y | +21.4% | +129.4% | -108.0% | +15.3% |
| All | +21.4% | +131.3% | -109.9% | +15.3% |
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