+208.4%
GLD vs TMUS
+235.5%
-27.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +9.5% | -6.7% | +2.8% |
| 30D | -4.0% | +13.8% | -17.8% | -3.9% |
| 3M | -8.2% | -4.6% | -3.7% | -8.2% |
| 6M | -14.8% | -11.7% | -3.2% | -14.8% |
| YTD | -6.8% | -15.4% | +8.6% | -6.6% |
| 1Y | -2.4% | -16.1% | +13.8% | -2.2% |
| 3Y | +105.8% | +20.5% | +85.3% | +104.0% |
| 5Y | +113.3% | +48.7% | +64.6% | +110.7% |
| 10Y | +208.4% | +240.8% | -32.4% | +199.0% |
| All | +208.4% | +235.5% | -27.1% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling