+521.8%
GLW vs TMUS
+235.5%
+286.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.1% | +9.5% | -20.6% | -12.9% |
| 30D | -28.4% | +13.8% | -42.2% | -30.8% |
| 3M | -28.8% | -4.6% | -24.2% | -28.8% |
| 6M | -39.8% | -11.7% | -28.1% | -39.4% |
| YTD | +28.7% | -15.4% | +44.1% | +29.9% |
| 1Y | +27.7% | -16.1% | +43.9% | +29.0% |
| 3Y | +331.3% | +20.5% | +310.9% | +255.6% |
| 5Y | +233.4% | +48.7% | +184.7% | +143.4% |
| 10Y | +521.8% | +240.8% | +281.0% | +208.8% |
| All | +521.8% | +235.5% | +286.2% | +208.8% |
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 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