+483.8%
GS vs TMUS
+302.5%
+181.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.6% |
| 7D | +0.3% | +7.5% | -7.2% | -2.1% |
| 30D | +3.9% | -3.3% | +7.2% | +4.1% |
| 3M | -11.4% | -9.7% | -1.8% | -9.6% |
| 6M | +3.7% | -17.2% | +20.9% | +7.8% |
| YTD | +7.1% | -20.3% | +27.5% | +11.6% |
| 1Y | +19.7% | -21.2% | +40.9% | +24.9% |
| 3Y | +202.8% | +13.5% | +189.3% | +176.0% |
| 5Y | +156.7% | +36.5% | +120.2% | +117.5% |
| 10Y | +548.7% | +239.2% | +309.5% | +304.4% |
| All | +483.8% | +302.5% | +181.3% | +167.8% |
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