+19.0%
NOK vs TMUS
-18.1%
+37.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.7% |
| 7D | +5.4% | +4.9% | +0.5% | +6.8% |
| 30D | -14.1% | +7.7% | -21.9% | -11.3% |
| 3M | -23.6% | -6.8% | -16.8% | -22.7% |
| 6M | -45.1% | -9.7% | -35.5% | -43.4% |
| YTD | +24.7% | -15.0% | +39.7% | +25.0% |
| 1Y | +19.0% | -19.1% | +38.1% | +18.1% |
| All | +19.0% | -18.1% | +37.2% | +18.1% |
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