+510.2%
GEV vs TMUS
+8.7%
+501.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.8% |
| 7D | -13.2% | +9.5% | -22.7% | -11.2% |
| 30D | -20.6% | +13.8% | -34.4% | -17.8% |
| 3M | -19.5% | -4.6% | -14.9% | -19.4% |
| 6M | -23.3% | -11.7% | -11.6% | -23.4% |
| YTD | +22.2% | -15.4% | +37.6% | +21.7% |
| 1Y | +37.8% | -16.1% | +53.9% | +37.4% |
| All | +510.2% | +8.7% | +501.5% | +415.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling