+1,381.0%
NET vs TMUS
+109.0%
+1,272.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.6% |
| 7D | -16.4% | +7.5% | -23.8% | -18.7% |
| 30D | -25.8% | -3.3% | -22.5% | -26.2% |
| 3M | -11.5% | -9.7% | -1.9% | -10.2% |
| 6M | +18.9% | -17.2% | +36.1% | +23.9% |
| YTD | +35.2% | -20.3% | +55.6% | +41.3% |
| 1Y | +14.5% | -21.2% | +35.7% | +19.9% |
| 3Y | +313.8% | +13.5% | +300.3% | +224.1% |
| 5Y | +32.6% | +36.5% | -3.9% | -6.0% |
| All | +1,381.0% | +109.0% | +1,272.0% | +690.9% |
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 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