+38.8%
TMUS vs NSC
+77.9%
-39.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -1.5% | +1.3% | 0.0% |
| 30D | +3.1% | -1.9% | +5.1% | +3.4% |
| 3M | +2.4% | +6.2% | -3.8% | +1.2% |
| 6M | -17.1% | +9.2% | -26.3% | -18.5% |
| YTD | -9.1% | +15.0% | -24.1% | -11.5% |
| 1Y | -23.6% | +21.1% | -44.7% | -26.3% |
| 3Y | +38.8% | +78.6% | -39.8% | +23.4% |
| All | +38.8% | +77.9% | -39.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling