+543.2%
NBIS vs TMUS
-20.5%
+563.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.7% | -16.2% | -17.2% |
| 7D | +6.9% | +6.5% | +0.4% | +10.5% |
| 30D | -37.8% | +11.3% | -49.1% | -32.9% |
| 3M | -50.4% | -2.9% | -47.5% | -49.8% |
| 6M | -28.2% | -10.5% | -17.7% | -26.7% |
| YTD | +53.7% | -14.4% | +68.1% | +56.1% |
| 1Y | +36.3% | -17.9% | +54.2% | +38.8% |
| All | +543.2% | -20.5% | +563.7% | +590.8% |
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