+298.8%
TMUS vs NSC
+837.1%
-538.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +8.2% | -3.5% | +11.7% | +9.7% |
| 30D | +13.4% | +3.9% | +9.4% | +11.5% |
| 3M | -3.0% | -0.8% | -2.2% | -2.9% |
| 6M | -8.8% | +7.1% | -15.9% | -12.0% |
| YTD | -13.8% | +16.4% | -30.3% | -20.2% |
| 1Y | -17.1% | +16.9% | -34.0% | -23.4% |
| 3Y | +22.7% | +78.4% | -55.7% | -9.0% |
| 5Y | +52.8% | +33.1% | +19.7% | +26.4% |
| 10Y | +244.6% | +299.9% | -55.3% | +52.3% |
| All | +298.8% | +837.1% | -538.3% | +4.1% |
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