-13.5%
F vs TMUS
+48.6%
-62.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -0.2% | +9.5% | -9.7% | -2.3% |
| 30D | +0.9% | +13.8% | -12.9% | -2.1% |
| 3M | -11.3% | -4.6% | -6.8% | -10.8% |
| 6M | +2.0% | -11.7% | +13.7% | +4.1% |
| YTD | -3.2% | -15.4% | +12.2% | -0.6% |
| 1Y | -3.5% | -16.1% | +12.7% | -0.8% |
| 3Y | +48.1% | +20.5% | +27.6% | +22.6% |
| 5Y | -13.5% | +48.7% | -62.3% | -33.8% |
| All | -13.5% | +48.6% | -62.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling