+673.5%
NBIS vs TMUS
-20.0%
+693.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +1.8% | +13.6% | +16.5% |
| 7D | +9.3% | +8.2% | +1.1% | +14.2% |
| 30D | -26.4% | +13.4% | -39.7% | -19.6% |
| 3M | -19.9% | -3.0% | -16.9% | -18.9% |
| 6M | -16.9% | -8.8% | -8.1% | -14.5% |
| YTD | +84.8% | -13.8% | +98.6% | +88.6% |
| 1Y | +51.3% | -17.1% | +68.4% | +54.7% |
| All | +673.5% | -20.0% | +693.4% | +734.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling