+81.0%
F vs TMUS
+260.7%
-179.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.5% |
| 7D | -0.6% | +5.3% | -6.0% | -2.1% |
| 30D | +2.9% | +13.5% | -10.7% | -1.0% |
| 3M | -9.5% | -4.2% | -5.2% | -9.0% |
| 6M | +4.0% | -11.9% | +15.9% | +6.6% |
| YTD | -1.3% | -15.6% | +14.3% | +1.8% |
| 1Y | -1.9% | -16.8% | +14.8% | +1.4% |
| 3Y | +53.5% | +20.8% | +32.7% | +34.3% |
| 5Y | -15.1% | +48.0% | -63.2% | -31.4% |
| 10Y | +81.0% | +234.7% | -153.7% | +11.4% |
| All | +81.0% | +260.7% | -179.7% | +11.4% |
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