+627.7%
GEV vs TMUS
+14.0%
+613.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.6% |
| 7D | +3.2% | -5.3% | +8.5% | +1.9% |
| 30D | -4.0% | +0.1% | -4.1% | -3.9% |
| 3M | +3.4% | -0.6% | +4.0% | +4.1% |
| 6M | +14.7% | -17.5% | +32.2% | +13.7% |
| YTD | +45.8% | -11.3% | +57.0% | +45.2% |
| 1Y | +57.4% | -25.4% | +82.8% | +58.0% |
| All | +627.7% | +14.0% | +613.6% | +514.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling