+199.4%
TMUS vs NTR
+97.9%
+101.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +3.5% | +16.8% | -13.2% | +0.8% |
| 3M | -1.3% | +20.7% | -22.1% | -4.6% |
| 6M | -13.6% | +0.5% | -14.2% | -14.1% |
| YTD | -8.8% | +29.2% | -37.9% | -13.4% |
| 1Y | -22.9% | +39.6% | -62.5% | -28.1% |
| 3Y | +36.7% | +37.9% | -1.2% | +26.1% |
| 5Y | +46.6% | +47.1% | -0.5% | +25.1% |
| All | +199.4% | +97.9% | +101.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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