+750.9%
GOOGL vs TMUS
+309.7%
+441.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -4.4% | +3.1% | -7.6% | -5.5% |
| 3M | -6.8% | +2.4% | -9.2% | -8.1% |
| 6M | +13.6% | -17.1% | +30.6% | +20.0% |
| YTD | +8.3% | -9.1% | +17.4% | +10.1% |
| 1Y | +44.9% | -23.6% | +68.6% | +56.9% |
| 3Y | +150.5% | +38.8% | +111.6% | +100.8% |
| 5Y | +137.7% | +43.0% | +94.8% | +85.4% |
| 10Y | +750.9% | +309.1% | +441.8% | +335.1% |
| All | +750.9% | +309.7% | +441.2% | +335.1% |
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