+51.8%
TMUS vs NTR
+19.8%
+31.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +7.7% | +2.0% | +5.7% | +7.5% |
| 3M | -6.8% | +6.4% | -13.2% | -7.2% |
| 6M | -9.7% | +1.6% | -11.3% | -9.8% |
| YTD | -15.0% | +18.2% | -33.2% | -16.3% |
| 1Y | -19.1% | +23.9% | -43.1% | -20.7% |
| 3Y | +21.4% | +44.7% | -23.2% | +16.5% |
| All | +51.8% | +19.8% | +31.9% | +44.8% |
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