-24.4%
NKE vs TMUS
+318.7%
-343.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -5.5% | -5.8% | +0.2% | -3.7% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -15.8% | -4.0% | -11.8% | -15.1% |
| 6M | -33.4% | -18.1% | -15.3% | -29.5% |
| YTD | -41.0% | -11.3% | -29.7% | -39.3% |
| 1Y | -49.1% | -24.7% | -24.3% | -44.8% |
| 3Y | -59.8% | +35.4% | -95.2% | -65.7% |
| 5Y | -75.5% | +42.4% | -117.9% | -79.7% |
| All | -24.4% | +318.7% | -343.1% | -53.7% |
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