+268.6%
GE vs TMUS
+15.4%
+253.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | +7.1% | +3.6% | +3.5% | +6.9% |
| 30D | +6.5% | -3.4% | +9.8% | +6.6% |
| 3M | -13.6% | -9.5% | -4.1% | -13.2% |
| 6M | +6.0% | -15.2% | +21.2% | +6.8% |
| YTD | +5.4% | -18.9% | +24.3% | +6.5% |
| 1Y | +6.5% | -17.7% | +24.2% | +7.1% |
| 3Y | +268.6% | +15.6% | +252.9% | +298.1% |
| All | +268.6% | +15.4% | +253.1% | +298.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling