+220.1%
C vs TMUS
+260.7%
-40.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.7% | +1.1% |
| 7D | -0.9% | +5.3% | -6.3% | -2.7% |
| 30D | -5.4% | +13.5% | -18.9% | -9.8% |
| 3M | -9.2% | -4.2% | -4.9% | -8.7% |
| 6M | -1.8% | -11.9% | +10.1% | +0.6% |
| YTD | +6.7% | -15.6% | +22.3% | +9.7% |
| 1Y | +23.5% | -16.8% | +40.3% | +27.5% |
| 3Y | +219.8% | +20.8% | +199.0% | +167.9% |
| 5Y | +112.4% | +48.0% | +64.4% | +57.0% |
| 10Y | +220.1% | +234.7% | -14.6% | +73.8% |
| All | +220.1% | +260.7% | -40.6% | +73.8% |
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