+587.9%
GLW vs TMUS
+309.7%
+278.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -13.9% | +3.6% | -17.5% | -14.8% |
| 30D | -35.0% | -3.4% | -31.6% | -35.1% |
| 3M | -32.4% | -9.5% | -22.9% | -31.7% |
| 6M | -41.3% | -15.2% | -26.2% | -40.7% |
| YTD | +21.8% | -18.9% | +40.8% | +23.6% |
| 1Y | +21.8% | -17.7% | +39.5% | +22.8% |
| 3Y | +307.7% | +15.6% | +292.0% | +267.2% |
| 5Y | +213.7% | +38.9% | +174.8% | +165.8% |
| 10Y | +509.3% | +245.3% | +264.0% | +302.6% |
| All | +587.9% | +309.7% | +278.2% | +264.3% |
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