+620.7%
GEV vs TMUS
+16.7%
+604.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.8% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -7.5% | +5.3% | -12.7% | -6.2% |
| 3M | -2.2% | +3.1% | -5.3% | -0.8% |
| 6M | +12.1% | -16.5% | +28.5% | +11.7% |
| YTD | +44.4% | -9.2% | +53.6% | +44.6% |
| 1Y | +57.7% | -26.5% | +84.1% | +59.5% |
| All | +620.7% | +16.7% | +604.0% | +512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling