+275.3%
TMUS vs NDAQ
+1,213.1%
-937.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.6% | +0.8% | +2.7% | +3.2% |
| 30D | -3.4% | +16.5% | -19.9% | -9.3% |
| 3M | -9.5% | +13.5% | -23.0% | -14.3% |
| 6M | -15.2% | +20.9% | -36.1% | -22.0% |
| YTD | -18.9% | +11.4% | -30.3% | -23.9% |
| 1Y | -17.7% | +25.9% | -43.6% | -26.6% |
| 3Y | +15.6% | +119.9% | -104.2% | -20.0% |
| 5Y | +38.9% | +61.7% | -22.8% | +7.2% |
| 10Y | +245.3% | +481.6% | -236.3% | +48.0% |
| All | +275.3% | +1,213.1% | -937.8% | -0.7% |
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