+291.7%
TMUS vs NOC
+1,101.2%
-809.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | +9.5% | -0.3% | +9.8% | +9.5% |
| 30D | +13.8% | +14.1% | -0.3% | +7.3% |
| 3M | -4.6% | -4.6% | +0.1% | -3.0% |
| 6M | -11.7% | +0.7% | -12.4% | -12.7% |
| YTD | -15.4% | -2.6% | -12.8% | -16.2% |
| 1Y | -16.1% | -1.0% | -15.2% | -17.7% |
| 3Y | +20.5% | +24.5% | -4.0% | +3.1% |
| 5Y | +48.7% | +64.3% | -15.6% | +6.1% |
| 10Y | +240.8% | +162.8% | +78.0% | +68.7% |
| All | +291.7% | +1,101.2% | -809.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling