+45.2%
NU vs TMUS
+63.0%
-17.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.4% |
| 7D | -2.6% | -5.3% | +2.7% | -0.9% |
| 30D | +8.2% | +0.1% | +8.1% | +8.2% |
| 3M | +26.3% | -0.6% | +26.9% | +25.5% |
| 6M | +2.2% | -17.5% | +19.8% | +8.5% |
| YTD | -10.4% | -11.3% | +0.9% | -8.2% |
| 1Y | -3.0% | -25.4% | +22.4% | +7.4% |
| 3Y | +120.3% | +35.5% | +84.7% | +56.0% |
| All | +45.2% | +63.0% | -17.7% | -6.3% |
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