+45.4%
GILD vs TMUS
-20.4%
+65.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +4.0% |
| 7D | +9.6% | +7.5% | +2.1% | +9.2% |
| 30D | +20.6% | -3.3% | +24.0% | +20.2% |
| 3M | +29.7% | -9.7% | +39.4% | +29.8% |
| 6M | +33.1% | -17.2% | +50.3% | +34.1% |
| YTD | +44.7% | -20.3% | +65.1% | +45.4% |
| 1Y | +45.4% | -21.2% | +66.6% | +46.2% |
| All | +45.4% | -20.4% | +65.8% | +46.2% |
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 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