+29.0%
NFLX vs TMUS
+40.3%
-11.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.5% | -1.9% | -4.3% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +5.5% | +5.3% | +0.2% | +3.9% |
| 3M | -4.1% | +3.1% | -7.2% | -5.5% |
| 6M | -20.7% | -16.5% | -4.2% | -16.7% |
| YTD | -16.5% | -9.2% | -7.4% | -15.1% |
| 1Y | -37.8% | -26.5% | -11.3% | -31.8% |
| 3Y | +77.9% | +39.0% | +38.9% | +44.8% |
| All | +29.0% | +40.3% | -11.3% | +8.3% |
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