+499.2%
NOW vs TMUS
+238.1%
+261.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -3.0% | +3.6% | -6.6% | -4.7% |
| 30D | -26.0% | -3.4% | -22.7% | -25.9% |
| 3M | -13.1% | -9.5% | -3.6% | -10.4% |
| 6M | +14.5% | -15.2% | +29.7% | +21.2% |
| YTD | -33.4% | -18.9% | -14.5% | -29.0% |
| 1Y | -40.6% | -17.7% | -22.9% | -37.3% |
| 3Y | -16.3% | +15.6% | -32.0% | -31.0% |
| 5Y | -26.3% | +38.9% | -65.2% | -46.3% |
| All | +499.2% | +238.1% | +261.0% | +177.4% |
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