-17.2%
F vs TMUS
+51.5%
-68.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.1% | +4.9% | -8.0% | -4.1% |
| 30D | 0.0% | +7.7% | -7.7% | -1.7% |
| 3M | -13.2% | -6.8% | -6.4% | -12.2% |
| 6M | -10.2% | -9.7% | -0.5% | -8.8% |
| YTD | -4.9% | -15.0% | +10.0% | -2.5% |
| 1Y | -6.1% | -19.1% | +13.0% | -2.2% |
| 3Y | +46.0% | +21.4% | +24.5% | +20.5% |
| All | -17.2% | +51.5% | -68.7% | -36.8% |
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