+1,449.6%
NET vs TMUS
+138.4%
+1,311.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | +5.3% | -10.0% | -7.0% |
| 3M | +3.8% | +3.1% | +0.7% | +1.1% |
| 6M | +50.0% | -16.5% | +66.5% | +59.6% |
| YTD | +41.5% | -9.2% | +50.6% | +43.5% |
| 1Y | +32.8% | -26.5% | +59.3% | +49.1% |
| 3Y | +335.9% | +39.0% | +296.9% | +217.3% |
| 5Y | +113.8% | +40.4% | +73.5% | +55.1% |
| All | +1,449.6% | +138.4% | +1,311.2% | +703.4% |
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