+36.3%
DIS vs TMUS
+235.5%
-199.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +9.5% | -5.1% | +1.3% |
| 30D | +10.3% | +13.8% | -3.5% | +5.3% |
| 3M | +15.5% | -4.6% | +20.1% | +16.4% |
| 6M | +11.2% | -11.7% | +22.9% | +14.5% |
| YTD | +5.6% | -15.4% | +21.0% | +9.6% |
| 1Y | +7.7% | -16.1% | +23.9% | +12.0% |
| 3Y | +39.3% | +20.5% | +18.8% | +21.2% |
| 5Y | -29.5% | +48.7% | -78.3% | -44.6% |
| 10Y | +36.3% | +240.8% | -204.5% | -15.5% |
| All | +36.3% | +235.5% | -199.3% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling