+53.0%
TMUS vs NVTS
-17.0%
+70.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.4% |
| 7D | -5.3% | +3.5% | -8.8% | -5.3% |
| 30D | +0.1% | -11.9% | +12.0% | 0.0% |
| 3M | -0.6% | -49.2% | +48.6% | -0.7% |
| 6M | -17.5% | +38.4% | -56.0% | -17.8% |
| YTD | -11.3% | +62.5% | -73.7% | -11.6% |
| 1Y | -25.4% | +101.4% | -126.8% | -25.9% |
| 3Y | +35.5% | +40.4% | -4.9% | +36.9% |
| All | +53.0% | -17.0% | +70.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling