+61.5%
INTC vs TMUS
-17.5%
+79.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.4% |
| 7D | +17.1% | +6.5% | +10.6% | +21.2% |
| 30D | -40.5% | +11.3% | -51.7% | -35.0% |
| 3M | -39.4% | -2.9% | -36.5% | -37.0% |
| 6M | -49.3% | -10.5% | -38.7% | -47.0% |
| YTD | +65.9% | -14.4% | +80.3% | +72.5% |
| 1Y | +61.5% | -17.9% | +79.4% | +77.9% |
| All | +61.5% | -17.5% | +79.0% | +77.9% |
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