+479.4%
NBIS vs TMUS
-21.0%
+500.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -10.3% |
| 7D | -10.5% | +4.9% | -15.4% | -8.3% |
| 30D | -37.7% | +7.7% | -45.4% | -34.2% |
| 3M | -54.6% | -6.8% | -47.8% | -55.2% |
| 6M | -44.1% | -9.7% | -34.4% | -42.9% |
| YTD | +38.4% | -15.0% | +53.4% | +40.1% |
| 1Y | +30.7% | -19.1% | +49.9% | +32.7% |
| All | +479.4% | -21.0% | +500.4% | +519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling