+265.0%
C vs TMUS
+39.0%
+226.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +0.1% | +5.3% | -5.2% | -0.1% |
| 3M | +2.4% | +3.1% | -0.7% | +2.2% |
| 6M | +24.9% | -16.5% | +41.4% | +26.4% |
| YTD | +19.8% | -9.2% | +29.0% | +19.7% |
| 1Y | +44.9% | -26.5% | +71.3% | +50.9% |
| All | +265.0% | +39.0% | +226.0% | +210.4% |
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