+47.5%
TMUS vs NTRS
+93.2%
-45.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | +3.5% | -0.7% | +4.2% | +3.6% |
| 3M | -1.3% | +11.3% | -12.6% | -3.1% |
| 6M | -13.6% | +35.5% | -49.1% | -18.2% |
| YTD | -8.8% | +40.6% | -49.3% | -14.6% |
| 1Y | -22.9% | +49.2% | -72.1% | -28.8% |
| 3Y | +36.7% | +167.2% | -130.5% | +9.8% |
| All | +47.5% | +93.2% | -45.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling