+925.1%
GILD vs TMUS
+361.0%
+564.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.3% |
| 7D | -4.8% | +0.4% | -5.3% | -4.9% |
| 30D | +5.8% | +3.5% | +2.2% | +5.1% |
| 3M | +14.9% | -1.3% | +16.2% | +14.8% |
| 6M | -0.4% | -13.6% | +13.3% | +1.7% |
| YTD | +18.5% | -8.8% | +27.3% | +19.7% |
| 1Y | +25.1% | -22.9% | +48.0% | +30.0% |
| 3Y | +105.9% | +36.7% | +69.2% | +92.3% |
| 5Y | +143.0% | +46.6% | +96.4% | +123.1% |
| 10Y | +162.4% | +329.6% | -167.2% | +99.3% |
| All | +925.1% | +361.0% | +564.1% | +574.5% |
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 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