+808.8%
NOW vs TMUS
+304.9%
+503.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -1.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +20.5% | +5.3% | +15.3% | +17.3% |
| 3M | +18.3% | +3.1% | +15.2% | +15.9% |
| 6M | +24.1% | -16.5% | +40.5% | +33.7% |
| YTD | -7.8% | -9.2% | +1.4% | -5.4% |
| 1Y | -21.4% | -26.5% | +5.1% | -10.4% |
| 3Y | +19.5% | +39.0% | -19.5% | -8.8% |
| 5Y | +4.1% | +40.4% | -36.3% | -22.4% |
| All | +808.8% | +304.9% | +503.9% | +287.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling