+359.0%
GLW vs TMUS
+22.0%
+337.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.0% |
| 7D | +15.5% | +6.5% | +9.0% | +17.8% |
| 30D | -19.6% | +11.3% | -30.8% | -16.2% |
| 3M | -28.5% | -2.9% | -25.6% | -28.0% |
| 6M | -39.5% | -10.5% | -29.0% | -39.0% |
| YTD | +37.2% | -14.4% | +51.6% | +38.5% |
| 1Y | +35.4% | -17.9% | +53.3% | +37.0% |
| All | +359.0% | +22.0% | +337.1% | +324.8% |
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 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