-19.1%
TMUS vs NWSA
+2.3%
-21.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.1% |
| 7D | +4.9% | +2.2% | +2.7% | +4.5% |
| 30D | +7.7% | -8.8% | +16.5% | +9.1% |
| 3M | -6.8% | -6.5% | -0.3% | -6.2% |
| 6M | -9.7% | +1.5% | -11.2% | -10.6% |
| YTD | -15.0% | +4.0% | -19.0% | -14.9% |
| 1Y | -19.1% | +3.4% | -22.6% | -19.1% |
| All | -19.1% | +2.3% | -21.4% | -19.1% |
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