+123.2%
GLW vs TMUS
-27.1%
+150.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +3.0% |
| 7D | +3.8% | +0.1% | +3.7% | +4.0% |
| 30D | -1.3% | +5.3% | -6.6% | +3.2% |
| 3M | -21.8% | +3.1% | -24.9% | -16.5% |
| 6M | +6.9% | -16.5% | +23.3% | +2.6% |
| YTD | +77.2% | -9.2% | +86.3% | +79.9% |
| 1Y | +123.2% | -26.5% | +149.7% | +112.6% |
| All | +123.2% | -27.1% | +150.3% | +112.6% |
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