-18.6%
TMUS vs NVTS
+14.1%
-32.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -1.0% |
| 7D | +6.5% | +21.6% | -15.1% | +8.1% |
| 30D | +11.3% | -8.5% | +19.8% | +11.0% |
| 3M | -2.9% | -31.4% | +28.5% | -4.7% |
| 6M | -10.5% | -50.3% | +39.8% | -12.3% |
| YTD | -14.4% | +33.9% | -48.3% | -9.9% |
| All | -18.6% | +14.1% | -32.8% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling