+128.8%
GOOG vs TMUS
+42.2%
+86.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | -1.6% | -5.3% | +3.8% | -0.6% |
| 30D | -7.7% | +0.1% | -7.7% | -7.7% |
| 3M | -9.3% | -0.6% | -8.7% | -9.3% |
| 6M | +7.4% | -17.5% | +25.0% | +10.9% |
| YTD | +4.9% | -11.3% | +16.1% | +6.3% |
| 1Y | +37.2% | -25.4% | +62.6% | +45.0% |
| 3Y | +141.6% | +35.5% | +106.1% | +98.1% |
| 5Y | +128.8% | +41.9% | +86.8% | +83.9% |
| All | +128.8% | +42.2% | +86.6% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling