+41.9%
TMUS vs NTR
+55.5%
-13.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | +0.5% | -5.9% | -5.4% |
| 30D | +0.1% | +21.7% | -21.6% | -1.3% |
| 3M | -0.6% | +22.8% | -23.4% | -2.1% |
| 6M | -17.5% | +8.2% | -25.8% | -18.1% |
| YTD | -11.3% | +32.9% | -44.2% | -13.4% |
| 1Y | -25.4% | +45.3% | -70.7% | -27.8% |
| 3Y | +35.5% | +41.7% | -6.1% | +30.9% |
| 5Y | +41.9% | +49.8% | -7.9% | +37.0% |
| All | +41.9% | +55.5% | -13.6% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling