+630.9%
INTC vs TMUS
+359.0%
+271.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +5.3% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -5.2% | +5.3% | -10.5% | -6.5% |
| 3M | -14.3% | +3.1% | -17.4% | -15.9% |
| 6M | +110.2% | -16.5% | +126.6% | +116.0% |
| YTD | +159.6% | -9.2% | +168.8% | +160.4% |
| 1Y | +289.3% | -26.5% | +315.8% | +310.3% |
| 3Y | +166.1% | +39.0% | +127.0% | +138.5% |
| 5Y | +94.4% | +40.4% | +54.0% | +73.0% |
| 10Y | +227.7% | +303.7% | -76.0% | +130.0% |
| All | +630.9% | +359.0% | +271.9% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling