+237.8%
TMUS vs NI
+197.8%
+39.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | +4.9% | +4.3% | +0.6% | +3.3% |
| 30D | +7.7% | +12.4% | -4.7% | +3.4% |
| 3M | -6.8% | +10.2% | -17.0% | -10.0% |
| 6M | -9.7% | -0.8% | -8.9% | -9.6% |
| YTD | -15.0% | +13.2% | -28.2% | -18.9% |
| 1Y | -19.1% | +10.1% | -29.2% | -22.1% |
| 3Y | +21.4% | +103.1% | -81.7% | -6.3% |
| 5Y | +51.2% | +115.5% | -64.4% | +13.4% |
| All | +237.8% | +197.8% | +39.9% | +138.9% |
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