+320.5%
TMUS vs NDAQ
+1,083.6%
-763.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.7% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | +5.3% | +2.5% | +2.8% | +4.2% |
| 3M | +3.1% | +9.9% | -6.8% | -1.0% |
| 6M | -16.5% | +9.4% | -25.9% | -20.1% |
| YTD | -9.2% | +0.4% | -9.6% | -10.8% |
| 1Y | -26.5% | +4.0% | -30.5% | -29.1% |
| 3Y | +39.0% | +94.4% | -55.4% | +1.2% |
| 5Y | +40.4% | +56.7% | -16.3% | +9.5% |
| 10Y | +303.7% | +375.3% | -71.6% | +88.8% |
| All | +320.5% | +1,083.6% | -763.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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