+206.1%
GLD vs TMUS
+244.6%
-38.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -4.6% | +4.9% | -9.5% | -4.6% |
| 30D | -5.5% | +7.7% | -13.2% | -5.4% |
| 3M | -10.9% | -6.8% | -4.1% | -10.8% |
| 6M | -17.4% | -9.7% | -7.8% | -17.4% |
| YTD | -10.3% | -15.0% | +4.6% | -10.1% |
| 1Y | -7.2% | -19.1% | +12.0% | -6.9% |
| 3Y | +96.9% | +21.4% | +75.5% | +95.2% |
| 5Y | +103.8% | +51.2% | +52.6% | +101.2% |
| All | +206.1% | +244.6% | -38.5% | +197.4% |
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