+208.8%
C vs TMUS
+235.5%
-26.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +9.5% | -9.9% | -3.4% |
| 30D | -5.2% | +13.8% | -19.0% | -9.6% |
| 3M | -9.1% | -4.6% | -4.5% | -8.5% |
| 6M | -1.6% | -11.7% | +10.1% | +0.8% |
| YTD | +6.9% | -15.4% | +22.3% | +9.9% |
| 1Y | +23.0% | -16.1% | +39.1% | +26.6% |
| 3Y | +216.1% | +20.5% | +195.7% | +165.1% |
| 5Y | +112.2% | +48.7% | +63.5% | +56.4% |
| 10Y | +208.8% | +240.8% | -32.0% | +61.6% |
| All | +208.8% | +235.5% | -26.7% | +61.6% |
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