-39.8%
NOK vs TMUS
+329.7%
-369.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +5.4% | +4.9% | +0.5% | +4.1% |
| 30D | -14.1% | +7.7% | -21.9% | -16.3% |
| 3M | -23.6% | -6.8% | -16.8% | -23.3% |
| 6M | -45.1% | -9.7% | -35.5% | -45.0% |
| YTD | +24.7% | -15.0% | +39.7% | +26.5% |
| 1Y | +19.0% | -19.1% | +38.1% | +22.4% |
| 3Y | +147.0% | +21.4% | +125.6% | +121.4% |
| 5Y | +58.2% | +51.2% | +7.0% | +31.8% |
| 10Y | +122.3% | +240.2% | -117.9% | +42.1% |
| All | -39.8% | +329.7% | -369.5% | -71.6% |
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