+33.6%
TMUS vs NXT
+178.8%
-145.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +5.3% | -15.3% | +20.6% | +4.9% |
| 3M | +3.1% | -43.8% | +46.9% | +2.6% |
| 6M | -16.5% | -18.7% | +2.2% | -16.8% |
| YTD | -9.2% | -3.0% | -6.2% | -9.7% |
| 1Y | -26.5% | +22.7% | -49.2% | -27.3% |
| 3Y | +39.0% | +95.9% | -56.9% | +33.8% |
| All | +33.6% | +178.8% | -145.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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