+1,395.4%
ASML vs TMUS
+238.1%
+1,157.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.7% |
| 7D | -9.0% | +3.6% | -12.6% | -10.1% |
| 30D | -21.0% | -3.4% | -17.6% | -20.9% |
| 3M | -16.3% | -9.5% | -6.8% | -14.8% |
| 6M | -7.5% | -15.2% | +7.7% | -4.9% |
| YTD | +34.0% | -18.9% | +52.9% | +38.4% |
| 1Y | +39.3% | -17.7% | +57.0% | +42.6% |
| 3Y | +128.9% | +15.6% | +113.2% | +86.7% |
| 5Y | +76.1% | +38.9% | +37.2% | +29.4% |
| All | +1,395.4% | +238.1% | +1,157.3% | +663.6% |
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