+287.3%
NEE vs TMUS
+235.5%
+51.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.3% | +9.5% | -7.2% | -0.3% |
| 30D | +11.5% | +13.8% | -2.3% | +7.3% |
| 3M | +2.6% | -4.6% | +7.2% | +3.2% |
| 6M | -6.0% | -11.7% | +5.7% | -3.9% |
| YTD | +9.8% | -15.4% | +25.2% | +13.3% |
| 1Y | +4.7% | -16.1% | +20.8% | +8.3% |
| 3Y | +71.0% | +20.5% | +50.6% | +54.5% |
| 5Y | +15.8% | +48.7% | -32.9% | -3.1% |
| 10Y | +287.3% | +240.8% | +46.5% | +159.0% |
| All | +287.3% | +235.5% | +51.8% | +159.0% |
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