+67.7%
ASML vs TMUS
+37.3%
+30.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.4% |
| 7D | -19.0% | +9.0% | -28.1% | -19.6% |
| 30D | -25.9% | -3.2% | -22.7% | -25.8% |
| 3M | -19.1% | -6.9% | -12.2% | -18.7% |
| 6M | -5.7% | -16.4% | +10.7% | -4.1% |
| YTD | +27.6% | -19.6% | +47.2% | +30.1% |
| 1Y | +30.8% | -19.9% | +50.7% | +33.2% |
| 3Y | +116.2% | +14.5% | +101.7% | +73.6% |
| 5Y | +67.7% | +37.7% | +30.0% | +25.3% |
| All | +67.7% | +37.3% | +30.4% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling