+136.8%
GOOGL vs TMUS
+40.3%
+96.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -6.6% | +5.3% | -11.8% | -7.4% |
| 3M | -8.9% | +3.1% | -12.1% | -9.5% |
| 6M | +11.9% | -16.5% | +28.3% | +15.2% |
| YTD | +8.3% | -9.2% | +17.5% | +9.4% |
| 1Y | +46.2% | -26.5% | +72.7% | +55.4% |
| 3Y | +151.9% | +39.0% | +112.8% | +105.0% |
| All | +136.8% | +40.3% | +96.5% | +90.2% |
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