+48.8%
NU vs TMUS
+66.8%
-18.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.9% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | +6.1% | +5.3% | +0.9% | +4.4% |
| 3M | +26.8% | +3.1% | +23.7% | +24.5% |
| 6M | +2.5% | -16.5% | +18.9% | +8.3% |
| YTD | -8.2% | -9.2% | +1.0% | -6.6% |
| 1Y | +3.4% | -26.5% | +29.8% | +15.5% |
| 3Y | +116.2% | +39.0% | +77.2% | +51.6% |
| All | +48.8% | +66.8% | -18.0% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling