-12.5%
NKE vs TMUS
+244.6%
-257.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -1.6% | +4.9% | -6.5% | -3.0% |
| 30D | +7.6% | +7.7% | -0.1% | +5.0% |
| 3M | -6.9% | -6.8% | -0.1% | -5.4% |
| 6M | -8.5% | -9.7% | +1.2% | -6.7% |
| YTD | -38.8% | -15.0% | -23.8% | -36.6% |
| 1Y | -40.6% | -19.1% | -21.4% | -37.4% |
| 3Y | -60.9% | +21.4% | -82.3% | -65.7% |
| 5Y | -75.4% | +51.2% | -126.5% | -80.3% |
| All | -12.5% | +244.6% | -257.1% | -46.3% |
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 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