+514.0%
NOW vs TMUS
+244.6%
+269.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +0.3% | +4.9% | -4.6% | -1.9% |
| 30D | -27.0% | +7.7% | -34.7% | -29.9% |
| 3M | -19.6% | -6.8% | -12.9% | -18.2% |
| 6M | +17.5% | -9.7% | +27.1% | +20.8% |
| YTD | -33.3% | -15.0% | -18.3% | -30.3% |
| 1Y | -39.8% | -19.1% | -20.7% | -35.6% |
| 3Y | -19.9% | +21.4% | -41.3% | -35.5% |
| 5Y | -26.1% | +51.2% | -77.2% | -48.5% |
| All | +514.0% | +244.6% | +269.4% | +178.9% |
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 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