+74.3%
F vs TMUS
+235.5%
-161.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.0% | +9.5% | -8.5% | -1.7% |
| 30D | +2.1% | +13.8% | -11.7% | -1.8% |
| 3M | -10.3% | -4.6% | -5.7% | -9.7% |
| 6M | +3.3% | -11.7% | +15.0% | +5.7% |
| YTD | -2.0% | -15.4% | +13.4% | +1.0% |
| 1Y | -2.3% | -16.1% | +13.9% | +0.8% |
| 3Y | +49.9% | +20.5% | +29.4% | +31.2% |
| 5Y | -12.5% | +48.7% | -61.2% | -29.4% |
| 10Y | +74.3% | +240.8% | -166.5% | +5.5% |
| All | +74.3% | +235.5% | -161.3% | +5.5% |
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