+493.9%
GLW vs TMUS
+238.1%
+255.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -13.9% | +3.6% | -17.5% | -14.7% |
| 30D | -35.0% | -3.4% | -31.6% | -35.0% |
| 3M | -32.4% | -9.5% | -22.9% | -31.6% |
| 6M | -41.3% | -15.2% | -26.2% | -40.5% |
| YTD | +21.8% | -18.9% | +40.8% | +24.1% |
| 1Y | +21.8% | -17.7% | +39.5% | +22.9% |
| 3Y | +307.7% | +15.6% | +292.0% | +239.2% |
| 5Y | +213.7% | +38.9% | +174.8% | +134.4% |
| All | +493.9% | +238.1% | +255.7% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling