+2,409.9%
GOOGL vs TMUS
+335.3%
+2,074.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.7% |
| 7D | +1.6% | +8.2% | -6.6% | -0.2% |
| 30D | -16.8% | +13.4% | -30.2% | -19.2% |
| 3M | -14.6% | -3.0% | -11.6% | -14.5% |
| 6M | -24.4% | -8.8% | -15.6% | -23.6% |
| YTD | -6.1% | -13.8% | +7.8% | -4.5% |
| 1Y | +1.0% | -17.1% | +18.1% | +3.5% |
| 3Y | +123.4% | +22.7% | +100.8% | +105.9% |
| 5Y | +103.2% | +52.8% | +50.4% | +77.3% |
| 10Y | +667.7% | +244.6% | +423.1% | +464.6% |
| All | +2,409.9% | +335.3% | +2,074.5% | +1,357.2% |
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 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