+75.5%
ASML vs TMUS
+38.7%
+36.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +5.0% |
| 7D | -9.0% | +3.6% | -12.6% | -9.2% |
| 30D | -21.0% | -3.4% | -17.6% | -20.7% |
| 3M | -16.3% | -9.5% | -6.8% | -15.6% |
| 6M | -7.5% | -15.2% | +7.7% | -6.0% |
| YTD | +34.0% | -18.9% | +52.9% | +36.6% |
| 1Y | +39.3% | -17.7% | +57.0% | +41.0% |
| 3Y | +128.9% | +15.6% | +113.2% | +83.4% |
| All | +75.5% | +38.7% | +36.8% | +32.3% |
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