+216.0%
GLD vs TMUS
+304.9%
-88.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +5.3% | -0.9% | +4.4% |
| 3M | -1.1% | +3.1% | -4.2% | -1.1% |
| 6M | -13.8% | -16.5% | +2.7% | -13.6% |
| YTD | +2.6% | -9.2% | +11.8% | +2.8% |
| 1Y | +24.5% | -26.5% | +51.0% | +25.2% |
| 3Y | +125.8% | +39.0% | +86.8% | +123.4% |
| 5Y | +137.8% | +40.4% | +97.4% | +135.2% |
| All | +216.0% | +304.9% | -88.9% | +208.6% |
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 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