+328.7%
NEM vs TMUS
+359.0%
-30.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +5.3% | +17.8% | +22.3% |
| 3M | +18.5% | +3.1% | +15.4% | +17.7% |
| 6M | +7.8% | -16.5% | +24.2% | +9.5% |
| YTD | +29.1% | -9.2% | +38.3% | +29.7% |
| 1Y | +72.7% | -26.5% | +99.1% | +77.6% |
| 3Y | +248.7% | +39.0% | +209.7% | +229.8% |
| 5Y | +148.7% | +40.4% | +108.3% | +133.8% |
| 10Y | +304.8% | +303.7% | +1.1% | +230.7% |
| All | +328.7% | +359.0% | -30.3% | +185.5% |
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 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