+101.1%
GOOGL vs TMUS
+51.5%
+49.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | +3.9% | +4.9% | -1.0% | +3.1% |
| 30D | -14.9% | +7.7% | -22.6% | -16.0% |
| 3M | -14.6% | -6.8% | -7.8% | -13.8% |
| 6M | -26.4% | -9.7% | -16.8% | -25.5% |
| YTD | -5.3% | -15.0% | +9.6% | -3.6% |
| 1Y | +6.5% | -19.1% | +25.6% | +9.6% |
| 3Y | +126.0% | +21.4% | +104.6% | +88.8% |
| All | +101.1% | +51.5% | +49.6% | +57.3% |
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