+2,781.4%
GOOG vs TMUS
+359.0%
+2,422.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.8% | +5.3% | -12.1% | -7.9% |
| 3M | -9.1% | +3.1% | -12.2% | -10.0% |
| 6M | +10.7% | -16.5% | +27.2% | +14.3% |
| YTD | +7.1% | -9.2% | +16.2% | +8.3% |
| 1Y | +44.6% | -26.5% | +71.1% | +52.9% |
| 3Y | +147.4% | +39.0% | +108.4% | +123.0% |
| 5Y | +133.8% | +40.4% | +93.4% | +109.0% |
| 10Y | +777.5% | +303.7% | +473.8% | +528.7% |
| All | +2,781.4% | +359.0% | +2,422.4% | +1,563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling