+1,040.6%
NBIS vs TMUS
-17.6%
+1,058.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.2% |
| 7D | +8.3% | -5.8% | +14.1% | +4.6% |
| 30D | +18.1% | -0.2% | +18.3% | +18.4% |
| 3M | +7.8% | -4.0% | +11.7% | +10.1% |
| 6M | +136.6% | -18.1% | +154.7% | +133.4% |
| YTD | +172.5% | -11.3% | +183.9% | +175.4% |
| 1Y | +144.3% | -24.7% | +169.0% | +151.1% |
| All | +1,040.6% | -17.6% | +1,058.2% | +1,118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling