+326.8%
INTC vs TMUS
-23.1%
+349.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.1% | +9.0% | +9.1% |
| 7D | +17.4% | -0.3% | +17.7% | +17.3% |
| 30D | +2.8% | +3.1% | -0.4% | +4.5% |
| 3M | -5.3% | +2.4% | -7.7% | -1.3% |
| 6M | +140.6% | -17.1% | +157.7% | +128.8% |
| YTD | +183.1% | -9.1% | +192.2% | +182.6% |
| 1Y | +326.8% | -23.6% | +350.4% | +257.3% |
| All | +326.8% | -23.1% | +349.8% | +257.3% |
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 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