+44.5%
F vs TMUS
+14.4%
+30.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +1.4% | +9.0% | -7.7% | +0.8% |
| 30D | +2.0% | -3.2% | +5.3% | +2.2% |
| 3M | -10.4% | -6.9% | -3.5% | -10.1% |
| 6M | +9.7% | -16.4% | +26.1% | +10.7% |
| YTD | -1.2% | -19.6% | +18.4% | -0.1% |
| 1Y | 0.0% | -19.9% | +19.9% | +1.1% |
| All | +44.5% | +14.4% | +30.1% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling