+410.2%
GLW vs TMUS
+39.0%
+371.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +4.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.9% |
| 30D | -1.3% | +5.3% | -6.6% | +0.3% |
| 3M | -21.8% | +3.1% | -24.9% | -20.3% |
| 6M | +6.9% | -16.5% | +23.3% | +8.0% |
| YTD | +77.2% | -9.2% | +86.3% | +79.6% |
| 1Y | +123.2% | -26.5% | +149.7% | +131.8% |
| All | +410.2% | +39.0% | +371.2% | +353.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling