+41.9%
TMUS vs NVT
+420.2%
-378.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.3% |
| 7D | -5.3% | +7.0% | -12.3% | -5.5% |
| 30D | +0.1% | -2.3% | +2.4% | +0.1% |
| 3M | -0.6% | -3.1% | +2.5% | -0.7% |
| 6M | -17.5% | +47.0% | -64.6% | -20.7% |
| YTD | -11.3% | +56.2% | -67.5% | -15.5% |
| 1Y | -25.4% | +74.5% | -99.9% | -30.3% |
| 3Y | +35.5% | +184.0% | -148.5% | +10.9% |
| 5Y | +41.9% | +410.8% | -368.9% | -7.3% |
| All | +41.9% | +420.2% | -378.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling