+214.4%
NXPI vs TMUS
+248.1%
-33.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.3% |
| 7D | +1.7% | +8.2% | -6.5% | -1.4% |
| 30D | +19.7% | +13.4% | +6.3% | +13.3% |
| 3M | +14.5% | -3.0% | +17.6% | +14.4% |
| 6M | -11.2% | -8.8% | -2.4% | -10.3% |
| YTD | +25.8% | -13.8% | +39.6% | +29.8% |
| 1Y | +35.2% | -17.1% | +52.3% | +41.7% |
| 3Y | +52.3% | +22.7% | +29.6% | +23.9% |
| 5Y | +34.8% | +52.8% | -18.0% | -4.1% |
| 10Y | +214.4% | +244.6% | -30.2% | +69.1% |
| All | +214.4% | +248.1% | -33.7% | +69.1% |
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