-7.2%
GLD vs TMUS
-18.1%
+11.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -4.6% | +4.9% | -9.5% | -4.1% |
| 30D | -5.5% | +7.7% | -13.2% | -4.5% |
| 3M | -10.9% | -6.8% | -4.1% | -11.2% |
| 6M | -17.4% | -9.7% | -7.8% | -17.9% |
| YTD | -10.3% | -15.0% | +4.6% | -9.6% |
| 1Y | -7.2% | -19.1% | +12.0% | -7.2% |
| All | -7.2% | -18.1% | +11.0% | -7.2% |
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