+111.9%
INTC vs TMUS
+244.6%
-132.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +6.0% | +4.9% | +1.1% | +4.7% |
| 30D | -39.2% | +7.7% | -46.9% | -41.0% |
| 3M | -42.9% | -6.8% | -36.2% | -42.6% |
| 6M | -50.4% | -9.7% | -40.7% | -50.3% |
| YTD | +61.7% | -15.0% | +76.6% | +63.5% |
| 1Y | +66.1% | -19.1% | +85.3% | +71.8% |
| 3Y | +58.1% | +21.4% | +36.7% | +32.3% |
| 5Y | +27.9% | +51.2% | -23.3% | -4.7% |
| All | +111.9% | +244.6% | -132.7% | +10.6% |
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 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