+20.2%
NOK vs TMUS
-17.0%
+37.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.9% |
| 7D | +2.2% | +8.2% | -6.0% | +4.7% |
| 30D | -14.7% | +13.4% | -28.1% | -10.7% |
| 3M | -10.6% | -3.0% | -7.6% | -8.9% |
| 6M | -39.4% | -8.8% | -30.6% | -37.3% |
| YTD | +30.4% | -13.8% | +44.3% | +30.7% |
| All | +20.2% | -17.0% | +37.2% | +18.7% |
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 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