+16.9%
NU vs TMUS
+55.4%
-38.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +4.0% | +9.5% | -5.5% | +1.8% |
| 30D | -25.1% | +13.8% | -38.9% | -27.7% |
| 3M | -12.8% | -4.6% | -8.3% | -12.3% |
| 6M | -12.5% | -11.7% | -0.8% | -10.3% |
| YTD | -27.8% | -15.4% | -12.5% | -25.6% |
| 1Y | -24.6% | -16.1% | -8.5% | -22.1% |
| 3Y | +41.8% | +20.5% | +21.3% | +6.4% |
| All | +16.9% | +55.4% | -38.4% | -24.0% |
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