+317.8%
TMUS vs NOC
+186.7%
+131.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -5.3% | -1.6% | -3.7% | -4.9% |
| 30D | +0.1% | -10.4% | +10.5% | +2.7% |
| 3M | -0.6% | -5.6% | +5.0% | +0.6% |
| 6M | -17.5% | -30.4% | +12.8% | -10.3% |
| YTD | -11.3% | -8.5% | -2.8% | -10.3% |
| 1Y | -25.4% | -8.3% | -17.1% | -24.7% |
| 3Y | +35.5% | +28.2% | +7.3% | +22.2% |
| 5Y | +41.9% | +56.7% | -14.8% | +17.5% |
| 10Y | +317.8% | +189.3% | +128.5% | +162.4% |
| All | +317.8% | +186.7% | +131.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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