+198.1%
TMUS vs NTR
+100.5%
+97.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | +0.1% | +8.1% | -8.0% | -1.2% |
| 30D | +5.3% | +18.8% | -13.5% | +2.2% |
| 3M | +3.1% | +16.2% | -13.1% | +0.3% |
| 6M | -16.5% | +9.8% | -26.2% | -18.2% |
| YTD | -9.2% | +30.9% | -40.0% | -14.0% |
| 1Y | -26.5% | +41.8% | -68.2% | -31.6% |
| 3Y | +39.0% | +35.8% | +3.2% | +28.7% |
| 5Y | +40.4% | +51.0% | -10.7% | +18.9% |
| All | +198.1% | +100.5% | +97.6% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling