+271.6%
NEM vs TMUS
+20.7%
+250.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.1% |
| 7D | +11.6% | +9.5% | +2.1% | +12.4% |
| 30D | +1.8% | +13.8% | -12.0% | +3.2% |
| 3M | +2.5% | -4.6% | +7.1% | +2.3% |
| 6M | +3.4% | -11.7% | +15.1% | +2.7% |
| YTD | +20.9% | -15.4% | +36.3% | +20.4% |
| 1Y | +37.2% | -16.1% | +53.3% | +36.7% |
| 3Y | +271.6% | +20.5% | +251.2% | +330.9% |
| All | +271.6% | +20.7% | +250.9% | +330.9% |
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