+48.0%
TMUS vs NVTS
-38.4%
+86.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.3% | -7.1% | +4.2% |
| 7D | +5.3% | +20.8% | -15.5% | +5.5% |
| 30D | +13.5% | -11.1% | +24.7% | +13.5% |
| 3M | -4.2% | -31.0% | +26.8% | -4.4% |
| 6M | -11.9% | -47.4% | +35.5% | -12.0% |
| YTD | -15.6% | +34.2% | -49.7% | -15.9% |
| 1Y | -16.8% | +22.2% | -39.0% | -17.1% |
| 3Y | +20.8% | +68.4% | -47.6% | +20.0% |
| 5Y | +48.0% | -39.0% | +87.1% | +41.3% |
| All | +48.0% | -38.4% | +86.4% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling