+253.2%
NEE vs TMUS
+304.7%
-51.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -0.5% | -5.3% | +4.8% | +1.0% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -1.8% | -0.6% | -1.2% | -2.4% |
| 6M | -8.8% | -17.5% | +8.7% | -4.4% |
| YTD | +5.2% | -11.3% | +16.5% | +7.8% |
| 1Y | +21.3% | -25.4% | +46.7% | +30.8% |
| 3Y | +35.2% | +35.5% | -0.3% | +19.3% |
| 5Y | +10.1% | +41.9% | -31.8% | -5.1% |
| 10Y | +253.2% | +317.8% | -64.6% | +147.0% |
| All | +253.2% | +304.7% | -51.5% | +147.0% |
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