+900.1%
GLW vs TMUS
+359.0%
+541.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +6.5% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | -1.3% | +5.3% | -6.6% | -2.9% |
| 3M | -21.8% | +3.1% | -24.9% | -23.8% |
| 6M | +6.9% | -16.5% | +23.3% | +9.6% |
| YTD | +77.2% | -9.2% | +86.3% | +76.8% |
| 1Y | +123.2% | -26.5% | +149.7% | +135.1% |
| 3Y | +400.0% | +39.0% | +361.0% | +334.1% |
| 5Y | +342.8% | +40.4% | +302.4% | +279.3% |
| 10Y | +771.4% | +303.7% | +467.7% | +459.6% |
| All | +900.1% | +359.0% | +541.1% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling