+1,031.9%
NBIS vs TMUS
-15.6%
+1,047.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.5% | +10.9% | +5.4% |
| 7D | +8.2% | +0.1% | +8.1% | +8.4% |
| 30D | +3.4% | +5.3% | -1.9% | +7.4% |
| 3M | -12.8% | +3.1% | -16.0% | -8.2% |
| 6M | +131.5% | -16.5% | +148.0% | +131.7% |
| YTD | +170.5% | -9.2% | +179.6% | +177.4% |
| 1Y | +248.8% | -26.5% | +275.3% | +267.1% |
| All | +1,031.9% | -15.6% | +1,047.5% | +1,127.2% |
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