+2,825.0%
COST vs TMUS
+329.7%
+2,495.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +5.0% | +4.9% | +0.1% | +4.2% |
| 30D | +12.8% | +7.7% | +5.1% | +11.4% |
| 3M | +15.2% | -6.8% | +22.0% | +16.1% |
| 6M | +7.4% | -9.7% | +17.1% | +8.5% |
| YTD | +29.0% | -15.0% | +44.0% | +31.3% |
| 1Y | +20.3% | -19.1% | +39.4% | +23.4% |
| 3Y | +99.0% | +21.4% | +77.6% | +90.6% |
| 5Y | +125.7% | +51.2% | +74.5% | +108.7% |
| 10Y | +775.3% | +240.2% | +535.1% | +617.9% |
| All | +2,825.0% | +329.7% | +2,495.2% | +1,936.1% |
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 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