+146.8%
GOOG vs TMUS
+38.6%
+108.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -5.1% | +3.1% | -8.2% | -5.0% |
| 3M | -7.1% | +2.4% | -9.5% | -6.7% |
| 6M | +12.7% | -17.1% | +29.7% | +12.4% |
| YTD | +7.1% | -9.1% | +16.2% | +6.9% |
| 1Y | +43.6% | -23.6% | +67.2% | +44.5% |
| 3Y | +146.8% | +38.8% | +107.9% | +109.6% |
| All | +146.8% | +38.6% | +108.2% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling