-25.7%
NOW vs TMUS
+46.7%
-72.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | -0.5% |
| 7D | -3.1% | +5.3% | -8.4% | -4.7% |
| 30D | -27.0% | +13.5% | -40.6% | -30.2% |
| 3M | -17.7% | -4.2% | -13.5% | -17.2% |
| 6M | +12.7% | -11.9% | +24.6% | +16.2% |
| YTD | -32.9% | -15.6% | -17.3% | -30.4% |
| 1Y | -40.4% | -16.8% | -23.6% | -37.9% |
| 3Y | -17.1% | +20.8% | -37.9% | -34.0% |
| 5Y | -25.7% | +48.0% | -73.7% | -48.3% |
| All | -25.7% | +46.7% | -72.4% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling