+289.3%
INTC vs TMUS
-27.1%
+316.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +2.9% |
| 7D | +7.1% | +0.1% | +7.0% | +7.2% |
| 30D | -5.2% | +5.3% | -10.5% | -2.7% |
| 3M | -14.3% | +3.1% | -17.4% | -10.6% |
| 6M | +110.2% | -16.5% | +126.6% | +101.1% |
| YTD | +159.6% | -9.2% | +168.8% | +159.2% |
| 1Y | +289.3% | -26.5% | +315.8% | +238.8% |
| All | +289.3% | -27.1% | +316.4% | +238.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling