+767.4%
GOOG vs TMUS
+318.7%
+448.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | -5.8% | +3.3% | -0.5% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | -6.4% | -4.0% | -2.5% | -5.6% |
| 6M | +7.8% | -18.1% | +25.9% | +14.3% |
| YTD | +5.5% | -11.3% | +16.8% | +8.1% |
| 1Y | +38.3% | -24.7% | +63.0% | +50.3% |
| 3Y | +143.1% | +35.4% | +107.7% | +96.9% |
| 5Y | +135.0% | +42.4% | +92.6% | +83.3% |
| All | +767.4% | +318.7% | +448.7% | +350.1% |
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 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