+253.8%
INTC vs TMUS
+309.7%
-55.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.1% | +9.0% | +9.0% |
| 7D | +17.4% | -0.3% | +17.7% | +17.4% |
| 30D | +2.8% | +3.1% | -0.4% | +1.5% |
| 3M | -5.3% | +2.4% | -7.7% | -7.8% |
| 6M | +140.6% | -17.1% | +157.7% | +152.8% |
| YTD | +183.1% | -9.1% | +192.2% | +184.3% |
| 1Y | +326.8% | -23.6% | +350.4% | +360.5% |
| 3Y | +179.4% | +38.8% | +140.6% | +125.6% |
| 5Y | +111.7% | +43.0% | +68.8% | +66.9% |
| 10Y | +253.8% | +309.1% | -55.3% | +84.3% |
| All | +253.8% | +309.7% | -55.9% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling