+45.4%
NU vs TMUS
+62.8%
-17.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | -5.8% | +1.6% | -2.4% |
| 30D | +10.0% | -0.2% | +10.3% | +10.1% |
| 3M | +29.3% | -4.0% | +33.2% | +30.1% |
| 6M | +0.9% | -18.1% | +19.1% | +7.4% |
| YTD | -10.3% | -11.3% | +1.1% | -8.1% |
| 1Y | -3.2% | -24.7% | +21.6% | +6.7% |
| 3Y | +120.6% | +35.4% | +85.2% | +56.2% |
| All | +45.4% | +62.8% | -17.4% | -6.1% |
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