+56.6%
TMUS vs NVTS
-15.6%
+72.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.3% | -9.8% | -3.4% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | +5.3% | -4.5% | +9.7% | +5.2% |
| 3M | +3.1% | -61.5% | +64.7% | +3.0% |
| 6M | -16.5% | +28.0% | -44.4% | -16.6% |
| YTD | -9.2% | +65.3% | -74.4% | -9.5% |
| 1Y | -26.5% | +113.0% | -139.5% | -27.0% |
| 3Y | +39.0% | +34.7% | +4.3% | +40.8% |
| All | +56.6% | -15.6% | +72.2% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling