+3.6%
GOOG vs TMUS
-20.4%
+24.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +3.4% |
| 7D | -10.7% | +7.5% | -18.2% | -10.4% |
| 30D | -16.4% | -3.3% | -13.1% | -16.5% |
| 3M | -23.4% | -9.7% | -13.7% | -23.6% |
| 6M | -24.2% | -17.2% | -7.0% | -25.2% |
| YTD | -8.3% | -20.3% | +12.1% | -11.3% |
| 1Y | +3.6% | -21.2% | +24.8% | +0.8% |
| All | +3.6% | -20.4% | +24.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling