+1,101.8%
NBIS vs TMUS
-17.5%
+1,119.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -2.9% |
| 7D | +17.8% | -5.3% | +23.1% | +14.1% |
| 30D | +30.5% | +0.1% | +30.5% | +31.1% |
| 3M | +9.2% | -0.6% | +9.8% | +12.9% |
| 6M | +153.2% | -17.5% | +170.7% | +150.3% |
| YTD | +187.1% | -11.3% | +198.4% | +190.3% |
| 1Y | +151.1% | -25.4% | +176.5% | +158.7% |
| All | +1,101.8% | -17.5% | +1,119.3% | +1,184.6% |
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