+411.8%
GE vs TMUS
+51.5%
+360.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.7% | +4.9% | -2.2% | +1.8% |
| 30D | +8.1% | +7.7% | +0.4% | +6.5% |
| 3M | -7.9% | -6.8% | -1.1% | -6.9% |
| 6M | +12.9% | -9.7% | +22.6% | +14.1% |
| YTD | +8.2% | -15.0% | +23.1% | +10.3% |
| 1Y | +9.7% | -19.1% | +28.8% | +13.7% |
| 3Y | +266.1% | +21.4% | +244.7% | +217.0% |
| All | +411.8% | +51.5% | +360.3% | +299.7% |
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