+316.5%
DIS vs TMUS
+309.7%
+6.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +5.2% | +3.6% | +1.7% | +4.4% |
| 30D | +11.5% | -3.4% | +14.8% | +11.8% |
| 3M | +11.5% | -9.5% | +21.0% | +13.5% |
| 6M | +8.9% | -15.2% | +24.1% | +12.1% |
| YTD | +3.4% | -18.9% | +22.3% | +7.2% |
| 1Y | +7.2% | -17.7% | +24.9% | +10.6% |
| 3Y | +43.3% | +15.6% | +27.7% | +34.7% |
| 5Y | -31.4% | +38.9% | -70.3% | -38.6% |
| 10Y | +37.1% | +245.3% | -208.2% | -0.2% |
| All | +316.5% | +309.7% | +6.8% | +143.3% |
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