+215.3%
GE vs TMUS
+359.0%
-143.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | +5.3% | -16.8% | -12.7% |
| 3M | +3.0% | +3.1% | -0.1% | +1.5% |
| 6M | -0.5% | -16.5% | +15.9% | +2.7% |
| YTD | +9.7% | -9.2% | +18.9% | +10.7% |
| 1Y | +20.0% | -26.5% | +46.5% | +27.3% |
| 3Y | +275.8% | +39.0% | +236.8% | +237.8% |
| 5Y | +429.1% | +40.4% | +388.7% | +370.9% |
| 10Y | +151.2% | +303.7% | -152.5% | +72.2% |
| All | +215.3% | +359.0% | -143.7% | +76.7% |
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 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