+134.4%
NOK vs TMUS
-25.3%
+159.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.5% |
| 7D | +9.3% | -5.3% | +14.7% | +8.2% |
| 30D | +17.9% | +0.1% | +17.8% | +17.9% |
| 3M | -22.3% | -0.6% | -21.7% | -21.3% |
| 6M | +36.4% | -17.5% | +53.9% | +33.5% |
| YTD | +66.3% | -11.3% | +77.6% | +64.5% |
| 1Y | +134.4% | -25.4% | +159.8% | +134.6% |
| All | +134.4% | -25.3% | +159.8% | +134.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling