+205.1%
TMUS vs NVT
+699.2%
-494.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.0% | -3.9% |
| 7D | +0.1% | +5.1% | -5.0% | -0.7% |
| 30D | +5.3% | -3.7% | +9.0% | +5.7% |
| 3M | +3.1% | -10.1% | +13.3% | +4.0% |
| 6M | -16.5% | +37.5% | -53.9% | -23.2% |
| YTD | -9.2% | +53.7% | -62.9% | -18.8% |
| 1Y | -26.5% | +70.9% | -97.3% | -36.4% |
| 3Y | +39.0% | +180.4% | -141.4% | +0.5% |
| 5Y | +40.4% | +393.5% | -353.1% | -17.3% |
| All | +205.1% | +699.2% | -494.2% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling