+151.8%
NOK vs TMUS
+20.7%
+131.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | -2.7% | +9.5% | -12.2% | -1.2% |
| 30D | -20.4% | +13.8% | -34.2% | -18.4% |
| 3M | -9.6% | -4.6% | -5.1% | -8.9% |
| 6M | -35.6% | -11.7% | -23.9% | -34.8% |
| YTD | +27.5% | -15.4% | +42.9% | +28.6% |
| 1Y | +18.4% | -16.1% | +34.5% | +19.4% |
| 3Y | +151.8% | +20.5% | +131.3% | +169.1% |
| All | +151.8% | +20.7% | +131.1% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling