+40.6%
GLW vs TMUS
-20.4%
+61.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -3.7% |
| 7D | -9.5% | +7.5% | -17.0% | -4.3% |
| 30D | -25.5% | -3.3% | -22.2% | -25.7% |
| 3M | -25.6% | -9.7% | -15.9% | -28.9% |
| 6M | -25.5% | -17.2% | -8.3% | -29.5% |
| YTD | +36.4% | -20.3% | +56.7% | +28.8% |
| 1Y | +40.6% | -21.2% | +61.8% | +32.1% |
| All | +40.6% | -20.4% | +61.0% | +32.1% |
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