+138.6%
NOK vs TMUS
+330.9%
-192.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.1% |
| 7D | +11.0% | +0.4% | +10.5% | +10.9% |
| 30D | +7.8% | +3.5% | +4.3% | +6.8% |
| 3M | -21.0% | -1.3% | -19.7% | -21.4% |
| 6M | +40.9% | -13.6% | +54.5% | +44.8% |
| YTD | +72.0% | -8.8% | +80.8% | +73.6% |
| 1Y | +140.9% | -22.9% | +163.8% | +154.4% |
| 3Y | +194.3% | +36.7% | +157.5% | +152.6% |
| 5Y | +112.5% | +46.6% | +65.9% | +76.7% |
| All | +138.6% | +330.9% | -192.4% | +37.5% |
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