+52.4%
GEV vs TMUS
-20.4%
+72.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -7.8% |
| 7D | -5.1% | +7.5% | -12.6% | -1.6% |
| 30D | -15.8% | -3.3% | -12.5% | -15.7% |
| 3M | -18.2% | -9.7% | -8.5% | -20.5% |
| 6M | -22.4% | -17.2% | -5.2% | -26.2% |
| YTD | +27.7% | -20.3% | +48.1% | +18.9% |
| 1Y | +52.4% | -21.2% | +73.6% | +44.8% |
| All | +52.4% | -20.4% | +72.8% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling