+125.1%
NU vs TMUS
+38.6%
+86.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +10.8% | +3.1% | +7.6% | +10.6% |
| 3M | +32.2% | +2.4% | +29.7% | +32.0% |
| 6M | +5.1% | -17.1% | +22.2% | +6.9% |
| YTD | -8.4% | -9.1% | +0.7% | -7.8% |
| 1Y | +0.7% | -23.6% | +24.3% | +4.6% |
| 3Y | +125.1% | +38.8% | +86.3% | +73.8% |
| All | +125.1% | +38.6% | +86.5% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling