+317.5%
TMUS vs NTRS
+259.9%
+57.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +0.4% | +1.4% | -0.9% | +0.1% |
| 30D | +3.5% | -0.7% | +4.2% | +3.7% |
| 3M | -1.3% | +11.3% | -12.6% | -4.2% |
| 6M | -13.6% | +35.5% | -49.1% | -20.9% |
| YTD | -8.8% | +40.6% | -49.3% | -17.7% |
| 1Y | -22.9% | +49.2% | -72.1% | -31.8% |
| 3Y | +36.7% | +167.2% | -130.5% | -0.5% |
| 5Y | +46.6% | +94.9% | -48.3% | +15.2% |
| All | +317.5% | +259.9% | +57.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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