+139.3%
GS vs TMUS
+38.7%
+100.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -3.2% | +3.6% | -6.8% | -3.7% |
| 30D | -2.4% | -3.4% | +1.0% | -2.2% |
| 3M | -15.7% | -9.5% | -6.3% | -14.8% |
| 6M | -6.8% | -15.2% | +8.4% | -4.9% |
| YTD | -0.1% | -18.9% | +18.9% | +2.1% |
| 1Y | +12.1% | -17.7% | +29.8% | +13.9% |
| 3Y | +185.8% | +15.6% | +170.1% | +150.8% |
| All | +139.3% | +38.7% | +100.6% | +100.4% |
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