+44.2%
GEV vs TMUS
-18.1%
+62.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -2.2% |
| 7D | +3.7% | +4.9% | -1.2% | +6.0% |
| 30D | -14.7% | +7.7% | -22.4% | -10.9% |
| 3M | -23.4% | -6.8% | -16.6% | -25.0% |
| 6M | -24.3% | -9.7% | -14.7% | -25.3% |
| YTD | +23.2% | -15.0% | +38.1% | +15.5% |
| 1Y | +44.2% | -19.1% | +63.4% | +30.5% |
| All | +44.2% | -18.1% | +62.4% | +30.5% |
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 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