+195.8%
NXPI vs TMUS
+309.7%
-113.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -6.6% | +3.1% | -9.7% | -7.9% |
| 3M | -25.4% | +2.4% | -27.8% | -27.3% |
| 6M | +11.9% | -17.1% | +29.0% | +19.4% |
| YTD | +4.0% | -9.1% | +13.1% | +6.1% |
| 1Y | +1.0% | -23.6% | +24.7% | +11.0% |
| 3Y | +16.3% | +38.8% | -22.5% | -9.1% |
| 5Y | +17.7% | +43.0% | -25.3% | -10.7% |
| 10Y | +195.8% | +309.1% | -113.3% | +54.6% |
| All | +195.8% | +309.7% | -113.9% | +54.6% |
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