-38.4%
NOK vs TMUS
+327.5%
-366.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -2.7% | +9.5% | -12.2% | -5.0% |
| 30D | -20.4% | +13.8% | -34.2% | -23.6% |
| 3M | -9.6% | -4.6% | -5.1% | -9.9% |
| 6M | -35.6% | -11.7% | -23.9% | -35.1% |
| YTD | +27.5% | -15.4% | +42.9% | +29.5% |
| 1Y | +18.4% | -16.1% | +34.5% | +20.4% |
| 3Y | +151.8% | +20.5% | +131.3% | +126.1% |
| 5Y | +61.1% | +48.7% | +12.4% | +34.8% |
| 10Y | +123.7% | +240.8% | -117.1% | +42.9% |
| All | -38.4% | +327.5% | -366.0% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling