-15.8%
F vs TMUS
+38.7%
-54.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +1.6% | +3.6% | -2.0% | +0.8% |
| 30D | +2.6% | -3.4% | +6.0% | +3.1% |
| 3M | -8.8% | -9.5% | +0.6% | -7.2% |
| 6M | +4.6% | -15.2% | +19.8% | +7.7% |
| YTD | -1.9% | -18.9% | +17.0% | +1.7% |
| 1Y | -0.8% | -17.7% | +16.9% | +2.2% |
| 3Y | +43.5% | +15.6% | +27.8% | +19.8% |
| All | -15.8% | +38.7% | -54.5% | -35.1% |
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