+130.7%
C vs TMUS
+40.3%
+90.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +2.4% | +3.1% | -0.7% | +1.5% |
| 6M | +24.9% | -16.5% | +41.4% | +28.5% |
| YTD | +19.8% | -9.2% | +29.0% | +20.5% |
| 1Y | +44.9% | -26.5% | +71.3% | +53.8% |
| 3Y | +263.0% | +39.0% | +224.0% | +213.1% |
| All | +130.7% | +40.3% | +90.4% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling