+39.1%
TMUS vs NOC
+27.2%
+11.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -3.3% |
| 7D | +0.1% | -5.2% | +5.3% | +0.5% |
| 30D | +5.3% | -7.2% | +12.5% | +5.9% |
| 3M | +3.1% | -5.1% | +8.2% | +3.5% |
| 6M | -16.5% | -31.1% | +14.6% | -14.6% |
| YTD | -9.2% | -8.6% | -0.6% | -9.0% |
| 1Y | -26.5% | -9.7% | -16.8% | -26.3% |
| All | +39.1% | +27.2% | +11.9% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling