+155.1%
INTC vs TMUS
+41.6%
+113.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +4.4% |
| 7D | +7.1% | +0.1% | +7.0% | +7.1% |
| 30D | -5.2% | +5.3% | -10.5% | -5.1% |
| 3M | -14.3% | +3.1% | -17.4% | -14.3% |
| 6M | +110.2% | -16.5% | +126.6% | +115.8% |
| YTD | +159.6% | -9.2% | +168.8% | +161.7% |
| 1Y | +289.3% | -26.5% | +315.8% | +318.6% |
| All | +155.1% | +41.6% | +113.5% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling