+710.1%
GOOG vs TMUS
+246.8%
+463.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +4.8% | +6.5% | -1.7% | +2.7% |
| 30D | -15.5% | +11.3% | -26.8% | -18.7% |
| 3M | -13.7% | -2.9% | -10.8% | -13.7% |
| 6M | -23.0% | -10.5% | -12.4% | -21.2% |
| YTD | -5.7% | -14.4% | +8.7% | -3.0% |
| 1Y | +3.0% | -17.9% | +20.9% | +7.5% |
| 3Y | +122.4% | +21.9% | +100.5% | +85.9% |
| 5Y | +99.2% | +52.1% | +47.1% | +47.9% |
| All | +710.1% | +246.8% | +463.3% | +334.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling