+714.5%
TMUS vs NWSA
+101.5%
+613.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +8.2% | -12.2% | +20.4% | +11.8% |
| 30D | +13.4% | -8.7% | +22.0% | +15.8% |
| 3M | -3.0% | -6.0% | +2.9% | -1.8% |
| 6M | -8.8% | -0.3% | -8.4% | -9.2% |
| YTD | -13.8% | +3.5% | -17.3% | -15.5% |
| 1Y | -17.1% | +0.8% | -17.8% | -18.1% |
| 3Y | +22.7% | +31.1% | -8.5% | +10.3% |
| 5Y | +52.8% | +18.8% | +34.1% | +38.4% |
| 10Y | +244.6% | +147.9% | +96.8% | +130.9% |
| All | +714.5% | +101.5% | +613.1% | +481.0% |
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