+291.7%
TMUS vs NI
+894.0%
-602.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +9.5% | +1.5% | +8.0% | +8.7% |
| 30D | +13.8% | +11.9% | +1.9% | +7.7% |
| 3M | -4.6% | +9.1% | -13.7% | -8.7% |
| 6M | -11.7% | -1.8% | -9.9% | -11.2% |
| YTD | -15.4% | +11.4% | -26.7% | -20.2% |
| 1Y | -16.1% | +6.4% | -22.5% | -19.2% |
| 3Y | +20.5% | +98.2% | -77.8% | -15.9% |
| 5Y | +48.7% | +110.1% | -61.3% | -1.2% |
| 10Y | +240.8% | +189.0% | +51.8% | +73.9% |
| All | +291.7% | +894.0% | -602.3% | -28.1% |
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