-25.1%
NOK vs TMUS
+359.0%
-384.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.1% | +3.6% |
| 7D | -1.8% | +0.1% | -1.8% | -1.9% |
| 30D | +4.7% | +5.3% | -0.6% | +3.0% |
| 3M | -39.7% | +3.1% | -42.8% | -40.8% |
| 6M | +23.1% | -16.5% | +39.5% | +27.6% |
| YTD | +55.0% | -9.2% | +64.2% | +56.6% |
| 1Y | +118.0% | -26.5% | +144.5% | +132.9% |
| 3Y | +170.5% | +39.0% | +131.5% | +136.5% |
| 5Y | +84.9% | +40.4% | +44.5% | +59.5% |
| 10Y | +112.0% | +303.7% | -191.7% | +30.7% |
| All | -25.1% | +359.0% | -384.1% | -64.8% |
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