+240.8%
TMUS vs NSC
+301.1%
-60.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +9.5% | -3.4% | +12.9% | +10.6% |
| 30D | +13.8% | +3.6% | +10.2% | +12.6% |
| 3M | -4.6% | -1.4% | -3.2% | -4.2% |
| 6M | -11.7% | +6.0% | -17.7% | -13.7% |
| YTD | -15.4% | +15.5% | -30.9% | -19.7% |
| 1Y | -16.1% | +16.2% | -32.4% | -20.6% |
| 3Y | +20.5% | +76.9% | -56.5% | -3.2% |
| 5Y | +48.7% | +29.3% | +19.4% | +31.5% |
| 10Y | +240.8% | +298.3% | -57.5% | +95.1% |
| All | +240.8% | +301.1% | -60.3% | +95.1% |
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