+320.5%
TMUS vs NI
+802.3%
-481.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.9% |
| 30D | +5.3% | -3.5% | +8.8% | +7.1% |
| 3M | +3.1% | -9.1% | +12.3% | +7.9% |
| 6M | -16.5% | -11.8% | -4.6% | -11.4% |
| YTD | -9.2% | +1.1% | -10.3% | -10.1% |
| 1Y | -26.5% | +6.7% | -33.2% | -29.3% |
| 3Y | +39.0% | +71.1% | -32.1% | +4.1% |
| 5Y | +40.4% | +94.3% | -53.9% | -3.0% |
| 10Y | +303.7% | +135.8% | +167.9% | +130.2% |
| All | +320.5% | +802.3% | -481.8% | -19.0% |
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