+318.1%
DIS vs TMUS
+306.1%
+12.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | +5.7% | +9.0% | -3.3% | +3.5% |
| 30D | +12.7% | -3.2% | +15.9% | +13.0% |
| 3M | +15.2% | -6.9% | +22.1% | +16.5% |
| 6M | +17.6% | -16.4% | +34.0% | +21.5% |
| YTD | +3.8% | -19.6% | +23.5% | +7.8% |
| 1Y | +6.8% | -19.9% | +26.7% | +10.9% |
| 3Y | +42.1% | +14.5% | +27.6% | +33.9% |
| 5Y | -31.2% | +37.7% | -68.8% | -38.2% |
| 10Y | +37.6% | +242.2% | -204.6% | +0.4% |
| All | +318.1% | +306.1% | +12.1% | +144.8% |
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