+632.4%
GEV vs TMUS
+17.2%
+615.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +4.3% |
| 7D | +1.6% | +0.4% | +1.2% | +1.7% |
| 30D | -7.9% | +3.5% | -11.5% | -7.1% |
| 3M | +5.6% | -1.3% | +6.9% | +6.4% |
| 6M | +13.1% | -13.6% | +26.7% | +12.9% |
| YTD | +46.7% | -8.8% | +55.5% | +47.0% |
| 1Y | +51.3% | -22.9% | +74.2% | +52.7% |
| All | +632.4% | +17.2% | +615.2% | +522.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling