+320.5%
TMUS vs NSC
+830.0%
-509.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | +0.1% | -5.5% | +5.6% | +2.5% |
| 30D | +5.3% | -3.2% | +8.5% | +6.6% |
| 3M | +3.1% | +7.7% | -4.5% | -0.6% |
| 6M | -16.5% | +4.5% | -21.0% | -18.7% |
| YTD | -9.2% | +15.6% | -24.7% | -15.5% |
| 1Y | -26.5% | +19.8% | -46.3% | -32.8% |
| 3Y | +39.0% | +70.1% | -31.1% | +5.1% |
| 5Y | +40.4% | +46.1% | -5.7% | +10.8% |
| 10Y | +303.7% | +328.1% | -24.4% | +72.0% |
| All | +320.5% | +830.0% | -509.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling