+4.7%
NEE vs TMUS
-16.3%
+21.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.3% | +9.5% | -7.2% | +1.3% |
| 30D | +11.5% | +13.8% | -2.3% | +10.0% |
| 3M | +2.6% | -4.6% | +7.2% | +2.6% |
| 6M | -6.0% | -11.7% | +5.7% | -5.0% |
| YTD | +9.8% | -15.4% | +25.2% | +13.1% |
| 1Y | +4.7% | -16.1% | +20.8% | +8.5% |
| All | +4.7% | -16.3% | +21.0% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling