+1,352.5%
HD vs TMUS
+309.7%
+1,042.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +4.3% | +3.6% | +0.8% | +3.6% |
| 30D | +20.2% | -3.4% | +23.6% | +20.8% |
| 3M | -1.0% | -9.5% | +8.5% | +0.8% |
| 6M | +7.9% | -15.2% | +23.1% | +11.0% |
| YTD | +2.0% | -18.9% | +20.9% | +5.6% |
| 1Y | -4.3% | -17.7% | +13.4% | -1.3% |
| 3Y | +25.9% | +15.6% | +10.3% | +18.9% |
| 5Y | +5.8% | +38.9% | -33.1% | -4.7% |
| 10Y | +262.5% | +245.3% | +17.3% | +168.1% |
| All | +1,352.5% | +309.7% | +1,042.9% | +775.6% |
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