+296.5%
NEM vs TMUS
+335.3%
-38.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.4% |
| 7D | +0.3% | +8.2% | -7.9% | -0.6% |
| 30D | +1.1% | +13.4% | -12.2% | -0.3% |
| 3M | +1.3% | -3.0% | +4.3% | +1.3% |
| 6M | -1.4% | -8.8% | +7.4% | -1.0% |
| YTD | +19.4% | -13.8% | +33.3% | +20.3% |
| 1Y | +32.9% | -17.1% | +50.0% | +34.5% |
| 3Y | +267.0% | +22.7% | +244.3% | +251.3% |
| 5Y | +131.0% | +52.8% | +78.2% | +114.4% |
| 10Y | +379.9% | +244.6% | +135.3% | +298.4% |
| All | +296.5% | +335.3% | -38.8% | +164.8% |
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