+133.9%
NOK vs TMUS
+246.8%
-112.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +11.0% | +6.5% | +4.5% | +9.7% |
| 30D | -16.0% | +11.3% | -27.3% | -18.1% |
| 3M | -19.8% | -2.9% | -16.9% | -20.0% |
| 6M | -37.1% | -10.5% | -26.6% | -36.5% |
| YTD | +28.0% | -14.4% | +42.4% | +30.1% |
| 1Y | +17.9% | -17.9% | +35.8% | +21.2% |
| 3Y | +152.7% | +21.9% | +130.9% | +121.7% |
| 5Y | +62.3% | +52.1% | +10.2% | +31.1% |
| All | +133.9% | +246.8% | -112.9% | +40.8% |
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