+320.9%
TMUS vs NRG
+310.2%
+10.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | +9.3% | -9.5% | -2.5% |
| 30D | +3.1% | +1.3% | +1.9% | +2.4% |
| 3M | +2.4% | -6.0% | +8.4% | +2.2% |
| 6M | -17.1% | -22.0% | +4.9% | -14.2% |
| YTD | -9.1% | -24.1% | +15.1% | -5.9% |
| 1Y | -23.6% | -18.0% | -5.6% | -23.5% |
| 3Y | +38.8% | +220.0% | -181.2% | -14.2% |
| 5Y | +43.0% | +201.1% | -158.2% | -12.6% |
| 10Y | +309.1% | +1,085.1% | -776.0% | +44.2% |
| All | +320.9% | +310.2% | +10.7% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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