+206.6%
C vs TMUS
+14.4%
+192.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.0% |
| 7D | -5.3% | +9.0% | -14.3% | -5.3% |
| 30D | -7.3% | -3.2% | -4.1% | -7.3% |
| 3M | -13.5% | -6.9% | -6.6% | -13.3% |
| 6M | -6.5% | -16.4% | +9.9% | -6.2% |
| YTD | +3.6% | -19.6% | +23.2% | +3.6% |
| 1Y | +18.9% | -19.9% | +38.8% | +18.9% |
| All | +206.6% | +14.4% | +192.1% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling