+53.9%
F vs TMUS
+40.3%
+13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +2.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +4.6% | +5.3% | -0.7% | +3.2% |
| 3M | -3.7% | +3.1% | -6.8% | -4.8% |
| 6M | +16.8% | -16.5% | +33.3% | +21.6% |
| YTD | +15.3% | -9.2% | +24.5% | +16.9% |
| 1Y | +31.0% | -26.5% | +57.5% | +41.8% |
| 3Y | +45.4% | +39.0% | +6.4% | +16.9% |
| All | +53.9% | +40.3% | +13.7% | +31.0% |
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