+186.7%
NXPI vs TMUS
+238.1%
-51.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -4.4% | +3.6% | -7.9% | -5.8% |
| 30D | +5.6% | -3.4% | +8.9% | +5.9% |
| 3M | +7.6% | -9.5% | +17.1% | +10.4% |
| 6M | -17.6% | -15.2% | -2.4% | -14.3% |
| YTD | +15.9% | -18.9% | +34.8% | +22.3% |
| 1Y | +22.4% | -17.7% | +40.1% | +28.0% |
| 3Y | +43.2% | +15.6% | +27.6% | +19.5% |
| 5Y | +21.4% | +38.9% | -17.5% | -9.6% |
| All | +186.7% | +238.1% | -51.4% | +64.3% |
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 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