+314.1%
NEM vs TMUS
+314.6%
-0.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +12.7% | +3.1% | +9.6% | +12.3% |
| 3M | +28.7% | +2.4% | +26.2% | +27.9% |
| 6M | +9.8% | -17.1% | +26.8% | +11.7% |
| YTD | +28.1% | -9.1% | +37.2% | +28.7% |
| 1Y | +69.3% | -23.6% | +93.0% | +74.2% |
| 3Y | +247.7% | +38.8% | +208.8% | +223.1% |
| 5Y | +153.4% | +43.0% | +110.4% | +134.0% |
| All | +314.1% | +314.6% | -0.5% | +207.3% |
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 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