-8.5%
NFLX vs TMUS
+51.5%
-60.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -2.0% | +4.9% | -6.9% | -3.4% |
| 30D | -11.9% | +7.7% | -19.6% | -14.1% |
| 3M | -20.6% | -6.8% | -13.8% | -19.2% |
| 6M | -29.0% | -9.7% | -19.3% | -27.5% |
| YTD | -33.7% | -15.0% | -18.8% | -31.4% |
| 1Y | -46.2% | -19.1% | -27.0% | -43.3% |
| 3Y | +39.8% | +21.4% | +18.4% | +17.7% |
| All | -8.5% | +51.5% | -60.0% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling