-61.1%
C vs TMUS
+359.0%
-420.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.0% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +0.1% | +5.3% | -5.2% | -2.0% |
| 3M | +2.4% | +3.1% | -0.7% | +0.1% |
| 6M | +24.9% | -16.5% | +41.4% | +31.6% |
| YTD | +19.8% | -9.2% | +29.0% | +21.3% |
| 1Y | +44.9% | -26.5% | +71.3% | +58.8% |
| 3Y | +263.0% | +39.0% | +224.0% | +201.9% |
| 5Y | +129.5% | +40.4% | +89.2% | +86.3% |
| 10Y | +291.6% | +303.7% | -12.1% | +104.1% |
| All | -61.1% | +359.0% | -420.1% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling