+446.6%
GS vs TMUS
+306.1%
+140.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 6M | -4.6% | -16.4% | +11.9% | -1.1% |
| YTD | +0.3% | -19.6% | +19.9% | +4.2% |
| 1Y | +11.7% | -19.9% | +31.6% | +16.0% |
| 3Y | +183.6% | +14.5% | +169.1% | +157.6% |
| 5Y | +141.0% | +37.7% | +103.3% | +103.6% |
| 10Y | +507.4% | +242.2% | +265.2% | +277.6% |
| All | +446.6% | +306.1% | +140.5% | +150.0% |
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