+758.8%
TMUS vs NWSA
+127.4%
+631.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +5.3% | +4.6% | +0.7% | +3.9% |
| 3M | +3.1% | +13.2% | -10.1% | -0.4% |
| 6M | -16.5% | +27.0% | -43.4% | -22.1% |
| YTD | -9.2% | +16.8% | -26.0% | -13.5% |
| 1Y | -26.5% | +4.5% | -31.0% | -27.9% |
| 3Y | +39.0% | +46.2% | -7.2% | +21.7% |
| 5Y | +40.4% | +40.9% | -0.5% | +21.4% |
| 10Y | +303.7% | +145.1% | +158.6% | +172.6% |
| All | +758.8% | +127.4% | +631.4% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling