+41.4%
GS vs TMUS
-27.1%
+68.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.5% | -0.7% |
| 7D | +0.9% | +0.1% | +0.9% | +1.0% |
| 30D | -1.6% | +5.3% | -6.8% | -0.3% |
| 3M | -4.5% | +3.1% | -7.6% | -3.0% |
| 6M | +20.9% | -16.5% | +37.3% | +15.4% |
| YTD | +19.9% | -9.2% | +29.0% | +16.6% |
| 1Y | +41.4% | -26.5% | +67.9% | +37.1% |
| All | +41.4% | -27.1% | +68.5% | +37.1% |
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 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