+48.0%
TMUS vs NSC
+27.3%
+20.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.7% |
| 7D | +5.3% | -5.4% | +10.7% | +6.6% |
| 30D | +13.5% | +2.9% | +10.6% | +12.9% |
| 3M | -4.2% | -2.2% | -2.1% | -3.8% |
| 6M | -11.9% | +5.3% | -17.2% | -13.1% |
| YTD | -15.6% | +14.8% | -30.3% | -18.5% |
| 1Y | -16.8% | +16.6% | -33.3% | -20.0% |
| 3Y | +20.8% | +78.6% | -57.8% | +2.1% |
| 5Y | +48.0% | +27.2% | +20.9% | +37.6% |
| All | +48.0% | +27.3% | +20.7% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling