+317.5%
TMUS vs NI
+143.3%
+174.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +3.5% | -1.4% | +4.9% | +4.0% |
| 3M | -1.3% | -10.6% | +9.3% | +2.6% |
| 6M | -13.6% | -9.3% | -4.3% | -10.7% |
| YTD | -8.8% | +1.1% | -9.9% | -9.4% |
| 1Y | -22.9% | +3.4% | -26.2% | -24.1% |
| 3Y | +36.7% | +67.9% | -31.2% | +13.0% |
| 5Y | +46.6% | +98.0% | -51.4% | +13.8% |
| All | +317.5% | +143.3% | +174.3% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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