+456.0%
GLD vs TMUS
+306.1%
+150.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +1.9% | +9.0% | -7.2% | +1.8% |
| 30D | -1.8% | -3.2% | +1.4% | -1.8% |
| 3M | -3.6% | -6.9% | +3.3% | -3.6% |
| 6M | -10.2% | -16.4% | +6.2% | -10.1% |
| YTD | -5.3% | -19.6% | +14.4% | -5.1% |
| 1Y | +2.5% | -19.9% | +22.4% | +2.6% |
| 3Y | +103.2% | +14.5% | +88.7% | +102.5% |
| 5Y | +121.1% | +37.7% | +83.4% | +119.7% |
| 10Y | +201.9% | +242.2% | -40.4% | +197.0% |
| All | +456.0% | +306.1% | +150.0% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling