+317.8%
TMUS vs NSC
+324.0%
-6.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -5.3% | -2.0% | -3.3% | -4.7% |
| 30D | +0.1% | -3.2% | +3.3% | +1.0% |
| 3M | -0.6% | +3.9% | -4.5% | -2.2% |
| 6M | -17.5% | +7.8% | -25.3% | -19.9% |
| YTD | -11.3% | +13.4% | -24.7% | -15.3% |
| 1Y | -25.4% | +20.3% | -45.7% | -30.2% |
| 3Y | +35.5% | +76.1% | -40.6% | +8.8% |
| 5Y | +41.9% | +45.0% | -3.1% | +19.8% |
| 10Y | +317.8% | +335.7% | -17.9% | +122.4% |
| All | +317.8% | +324.0% | -6.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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