+225.7%
F vs TMUS
+306.1%
-80.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +1.4% | +9.0% | -7.7% | -1.1% |
| 30D | +2.0% | -3.2% | +5.3% | +2.5% |
| 3M | -10.4% | -6.9% | -3.5% | -9.2% |
| 6M | +9.7% | -16.4% | +26.1% | +13.9% |
| YTD | -1.2% | -19.6% | +18.4% | +3.1% |
| 1Y | 0.0% | -19.9% | +19.9% | +4.3% |
| 3Y | +41.1% | +14.5% | +26.6% | +30.2% |
| 5Y | -11.4% | +37.7% | -49.1% | -22.9% |
| 10Y | +85.0% | +242.2% | -157.3% | +20.8% |
| All | +225.7% | +306.1% | -80.4% | +59.9% |
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