+67.2%
F vs TMUS
+246.8%
-179.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -3.9% | +6.5% | -10.4% | -5.6% |
| 30D | -0.5% | +11.3% | -11.7% | -3.6% |
| 3M | -12.9% | -2.9% | -10.0% | -12.8% |
| 6M | +1.5% | -10.5% | +12.1% | +3.6% |
| YTD | -5.0% | -14.4% | +9.4% | -2.5% |
| 1Y | -7.3% | -17.9% | +10.5% | -3.6% |
| 3Y | +45.3% | +21.9% | +23.4% | +26.7% |
| 5Y | -15.8% | +52.1% | -67.9% | -32.5% |
| All | +67.2% | +246.8% | -179.6% | +0.8% |
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 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