+48.0%
TMUS vs NWSA
+15.5%
+32.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.5% | +4.0% |
| 7D | +5.3% | -10.5% | +15.9% | +7.7% |
| 30D | +13.5% | -8.8% | +22.3% | +15.6% |
| 3M | -4.2% | -6.5% | +2.3% | -3.2% |
| 6M | -11.9% | -1.3% | -10.6% | -12.0% |
| YTD | -15.6% | +2.5% | -18.1% | -16.6% |
| 1Y | -16.8% | +0.2% | -17.0% | -17.4% |
| 3Y | +20.8% | +27.6% | -6.8% | +11.0% |
| 5Y | +48.0% | +17.0% | +31.0% | +39.9% |
| All | +48.0% | +15.5% | +32.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling