+423.4%
NFLX vs TMUS
+260.7%
+162.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | -0.9% |
| 7D | +2.6% | +5.3% | -2.8% | +0.2% |
| 30D | -9.0% | +13.5% | -22.6% | -14.2% |
| 3M | -13.7% | -4.2% | -9.5% | -12.8% |
| 6M | -26.9% | -11.9% | -15.0% | -24.1% |
| YTD | -31.8% | -15.6% | -16.2% | -28.6% |
| 1Y | -42.1% | -16.8% | -25.3% | -38.9% |
| 3Y | +47.0% | +20.8% | +26.2% | +23.4% |
| 5Y | -2.5% | +48.0% | -50.6% | -27.6% |
| 10Y | +423.4% | +234.7% | +188.6% | +142.7% |
| All | +423.4% | +260.7% | +162.6% | +142.7% |
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