+488.8%
GS vs TMUS
+235.2%
+253.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | -6.3% | +9.0% | -15.4% | -9.0% |
| 30D | -3.1% | -3.2% | +0.1% | -3.0% |
| 3M | -17.7% | -6.9% | -10.8% | -16.7% |
| 6M | -4.6% | -16.4% | +11.9% | -0.7% |
| YTD | +0.3% | -19.6% | +19.9% | +4.6% |
| 1Y | +11.7% | -19.9% | +31.6% | +16.4% |
| 3Y | +183.6% | +14.5% | +169.1% | +144.7% |
| 5Y | +141.0% | +37.7% | +103.3% | +87.4% |
| All | +488.8% | +235.2% | +253.6% | +210.3% |
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 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