+296.2%
TMUS vs NI
+905.4%
-609.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +6.5% | +3.1% | +3.4% | +4.9% |
| 30D | +11.3% | +11.2% | +0.1% | +5.6% |
| 3M | -2.9% | +9.8% | -12.7% | -7.4% |
| 6M | -10.5% | -1.6% | -8.9% | -10.1% |
| YTD | -14.4% | +12.6% | -27.1% | -19.8% |
| 1Y | -17.9% | +7.8% | -25.7% | -21.4% |
| 3Y | +21.9% | +100.5% | -78.6% | -15.4% |
| 5Y | +52.1% | +114.4% | -62.3% | +0.1% |
| 10Y | +242.4% | +193.9% | +48.4% | +73.1% |
| All | +296.2% | +905.4% | -609.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling