+322.4%
NET vs TMUS
+13.4%
+309.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -2.0% |
| 7D | -16.4% | +7.5% | -23.8% | -15.0% |
| 30D | -25.8% | -3.3% | -22.5% | -25.5% |
| 3M | -11.5% | -9.7% | -1.9% | -11.6% |
| 6M | +18.9% | -17.2% | +36.1% | +18.6% |
| YTD | +35.2% | -20.3% | +55.6% | +34.4% |
| 1Y | +14.5% | -21.2% | +35.7% | +13.8% |
| All | +322.4% | +13.4% | +309.0% | +369.0% |
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