+670.3%
NFLX vs TMUS
+309.7%
+360.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | +3.5% | +3.1% | +0.4% | +2.3% |
| 3M | -7.1% | +2.4% | -9.5% | -8.8% |
| 6M | -22.5% | -17.1% | -5.4% | -16.8% |
| YTD | -18.1% | -9.1% | -9.0% | -16.2% |
| 1Y | -38.3% | -23.6% | -14.7% | -31.7% |
| 3Y | +73.4% | +38.8% | +34.5% | +38.1% |
| 5Y | +26.7% | +43.0% | -16.3% | -2.0% |
| 10Y | +670.3% | +309.1% | +361.2% | +264.5% |
| All | +670.3% | +309.7% | +360.6% | +264.5% |
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