+860.5%
NEE vs TMUS
+359.0%
+501.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | -0.2% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -2.2% | +5.3% | -7.4% | -3.1% |
| 3M | -1.2% | +3.1% | -4.3% | -2.0% |
| 6M | -8.6% | -16.5% | +7.9% | -6.3% |
| YTD | +6.2% | -9.2% | +15.4% | +7.3% |
| 1Y | +21.1% | -26.5% | +47.6% | +26.6% |
| 3Y | +36.4% | +39.0% | -2.6% | +27.8% |
| 5Y | +11.4% | +40.4% | -29.0% | +3.6% |
| 10Y | +250.0% | +303.7% | -53.7% | +177.7% |
| All | +860.5% | +359.0% | +501.5% | +580.3% |
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