+275.7%
DIS vs TMUS
+359.0%
-83.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | -0.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +3.5% | +5.3% | -1.8% | +2.3% |
| 3M | +6.8% | +3.1% | +3.7% | +5.7% |
| 6M | +3.0% | -16.5% | +19.4% | +6.8% |
| YTD | -6.7% | -9.2% | +2.4% | -5.3% |
| 1Y | -10.1% | -26.5% | +16.4% | -4.3% |
| 3Y | +33.0% | +39.0% | -6.0% | +20.4% |
| 5Y | -40.0% | +40.4% | -80.4% | -46.2% |
| 10Y | +21.1% | +303.7% | -282.7% | -14.5% |
| All | +275.7% | +359.0% | -83.3% | +114.9% |
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