+109.7%
GLD vs TMUS
+51.7%
+58.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.1% |
| 7D | -2.0% | +8.2% | -10.1% | -1.8% |
| 30D | -4.4% | +13.4% | -17.8% | -4.2% |
| 3M | -8.9% | -3.0% | -5.9% | -8.8% |
| 6M | -16.0% | -8.8% | -7.2% | -15.9% |
| YTD | -7.9% | -13.8% | +6.0% | -7.6% |
| 1Y | -3.9% | -17.1% | +13.2% | -3.5% |
| 3Y | +103.4% | +22.7% | +80.8% | +99.4% |
| 5Y | +109.7% | +52.8% | +56.9% | +105.8% |
| All | +109.7% | +51.7% | +58.0% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling