+1,323.9%
ASML vs TMUS
+235.2%
+1,088.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.6% |
| 7D | -19.0% | +9.0% | -28.1% | -21.5% |
| 30D | -25.9% | -3.2% | -22.7% | -26.0% |
| 3M | -19.1% | -6.9% | -12.2% | -18.4% |
| 6M | -5.7% | -16.4% | +10.7% | -2.6% |
| YTD | +27.6% | -19.6% | +47.2% | +32.2% |
| 1Y | +30.8% | -19.9% | +50.7% | +35.3% |
| 3Y | +116.2% | +14.5% | +101.7% | +77.0% |
| 5Y | +67.7% | +37.7% | +30.0% | +23.5% |
| All | +1,323.9% | +235.2% | +1,088.7% | +628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling