+248.8%
NBIS vs TMUS
-27.1%
+275.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.5% | +10.9% | +3.1% |
| 7D | +8.2% | +0.1% | +8.1% | +8.6% |
| 30D | +3.4% | +5.3% | -1.9% | +11.8% |
| 3M | -12.8% | +3.1% | -16.0% | -1.8% |
| 6M | +131.5% | -16.5% | +148.0% | +106.7% |
| YTD | +170.5% | -9.2% | +179.6% | +176.3% |
| 1Y | +248.8% | -26.5% | +275.3% | +275.9% |
| All | +248.8% | -27.1% | +275.9% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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