+93.9%
INTC vs TMUS
+40.3%
+53.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +5.1% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -5.2% | +5.3% | -10.5% | -6.2% |
| 3M | -14.3% | +3.1% | -17.4% | -15.7% |
| 6M | +110.2% | -16.5% | +126.6% | +118.5% |
| YTD | +159.6% | -9.2% | +168.8% | +161.4% |
| 1Y | +289.3% | -26.5% | +315.8% | +323.7% |
| 3Y | +166.1% | +39.0% | +127.0% | +121.0% |
| All | +93.9% | +40.3% | +53.6% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling