+320.9%
TMUS vs NTRS
+362.5%
-41.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | +1.7% | -1.9% | -0.9% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | +2.4% | +9.8% | -7.4% | -1.5% |
| 6M | -17.1% | +34.7% | -51.7% | -26.7% |
| YTD | -9.1% | +37.4% | -46.5% | -20.8% |
| 1Y | -23.6% | +48.2% | -71.8% | -35.7% |
| 3Y | +38.8% | +163.5% | -124.7% | -10.0% |
| 5Y | +43.0% | +88.2% | -45.3% | +2.3% |
| 10Y | +309.1% | +246.8% | +62.3% | +105.1% |
| All | +320.9% | +362.5% | -41.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling