+79.8%
F vs TMUS
+238.1%
-158.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.6% | +3.6% | -2.0% | +0.5% |
| 30D | +2.6% | -3.4% | +6.0% | +3.1% |
| 3M | -8.8% | -9.5% | +0.6% | -6.8% |
| 6M | +4.6% | -15.2% | +19.8% | +8.4% |
| YTD | -1.9% | -18.9% | +17.0% | +2.3% |
| 1Y | -0.8% | -17.7% | +16.9% | +2.8% |
| 3Y | +43.5% | +15.6% | +27.8% | +27.2% |
| 5Y | -12.1% | +38.9% | -51.0% | -27.4% |
| All | +79.8% | +238.1% | -158.3% | +15.2% |
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