+37.4%
GILD vs TMUS
-27.1%
+64.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | +0.1% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +14.6% | +5.3% | +9.4% | +14.1% |
| 3M | +17.7% | +3.1% | +14.5% | +17.2% |
| 6M | +3.1% | -16.5% | +19.6% | +5.3% |
| YTD | +24.5% | -9.2% | +33.7% | +25.3% |
| 1Y | +37.4% | -26.5% | +63.9% | +43.6% |
| All | +37.4% | -27.1% | +64.5% | +43.6% |
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