+46.2%
GOOGL vs TMUS
-27.1%
+73.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -1.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.2% |
| 30D | -6.6% | +5.3% | -11.8% | -6.0% |
| 3M | -8.9% | +3.1% | -12.1% | -7.4% |
| 6M | +11.9% | -16.5% | +28.3% | +6.9% |
| YTD | +8.3% | -9.2% | +17.5% | +5.5% |
| 1Y | +46.2% | -26.5% | +72.7% | +36.7% |
| All | +46.2% | -27.1% | +73.3% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling