+37.7%
NEE vs TMUS
+41.6%
-3.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | 0.0% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -2.2% | +5.3% | -7.4% | -3.3% |
| 3M | -1.2% | +3.1% | -4.3% | -2.5% |
| 6M | -8.6% | -16.5% | +7.9% | -4.7% |
| YTD | +6.2% | -9.2% | +15.4% | +8.2% |
| 1Y | +21.1% | -26.5% | +47.6% | +31.1% |
| All | +37.7% | +41.6% | -3.9% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling