+218.3%
C vs TMUS
+248.1%
-29.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | -0.4% | +8.2% | -8.6% | -3.1% |
| 30D | -5.3% | +13.4% | -18.7% | -9.7% |
| 3M | -8.0% | -3.0% | -5.0% | -7.9% |
| 6M | -0.3% | -8.8% | +8.5% | +1.0% |
| YTD | +8.6% | -13.8% | +22.5% | +11.0% |
| 1Y | +25.8% | -17.1% | +42.9% | +30.4% |
| 3Y | +221.2% | +22.7% | +198.5% | +167.7% |
| 5Y | +113.6% | +52.8% | +60.7% | +55.6% |
| 10Y | +218.3% | +244.6% | -26.3% | +65.1% |
| All | +218.3% | +248.1% | -29.8% | +65.1% |
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