-26.5%
TMUS vs NWSA
+5.5%
-32.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +5.3% | +4.6% | +0.7% | +4.1% |
| 3M | +3.1% | +13.2% | -10.1% | +0.2% |
| 6M | -16.5% | +27.0% | -43.4% | -19.6% |
| YTD | -9.2% | +16.8% | -26.0% | -11.3% |
| 1Y | -26.5% | +4.5% | -31.0% | -27.5% |
| All | -26.5% | +5.5% | -32.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling