+38.8%
TMUS vs NVTS
+45.8%
-7.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -0.3% | +9.7% | -9.9% | -0.1% |
| 30D | +3.1% | -13.6% | +16.7% | +2.9% |
| 3M | +2.4% | -51.0% | +53.4% | +1.6% |
| 6M | -17.1% | +46.3% | -63.4% | -16.4% |
| YTD | -9.1% | +68.1% | -77.1% | -8.1% |
| 1Y | -23.6% | +113.9% | -137.5% | -22.5% |
| 3Y | +38.8% | +45.3% | -6.4% | +46.2% |
| All | +38.8% | +45.8% | -7.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling