+103.2%
GLD vs TMUS
+15.4%
+87.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.7% |
| 7D | +4.7% | +3.6% | +1.1% | +4.9% |
| 30D | -0.9% | -3.4% | +2.5% | -0.9% |
| 3M | -4.4% | -9.5% | +5.1% | -4.6% |
| 6M | -13.6% | -15.2% | +1.6% | -13.9% |
| YTD | -6.0% | -18.9% | +12.9% | -6.2% |
| 1Y | +1.8% | -17.7% | +19.5% | +1.5% |
| 3Y | +103.2% | +15.6% | +87.5% | +99.9% |
| All | +103.2% | +15.4% | +87.7% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling