+280.0%
F vs TMUS
+359.0%
-79.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +2.4% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +4.6% | +5.3% | -0.7% | +3.0% |
| 3M | -3.7% | +3.1% | -6.8% | -5.1% |
| 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% | +40.7% |
| 3Y | +45.4% | +39.0% | +6.4% | +27.8% |
| 5Y | +54.7% | +40.4% | +14.3% | +34.6% |
| 10Y | +98.2% | +303.7% | -205.5% | +24.1% |
| All | +280.0% | +359.0% | -79.0% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling