+51.8%
TMUS vs NVT
+226.5%
-174.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +4.9% | +8.0% | -3.1% | +4.9% |
| 30D | +7.7% | -24.8% | +32.5% | +7.9% |
| 3M | -6.8% | -32.4% | +25.6% | -6.5% |
| 6M | -9.7% | -33.5% | +23.8% | -9.3% |
| YTD | -15.0% | +13.2% | -28.1% | -18.8% |
| 1Y | -19.1% | +9.0% | -28.1% | -22.5% |
| 3Y | +21.4% | +129.4% | -108.0% | -3.4% |
| All | +51.8% | +226.5% | -174.8% | +2.4% |
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