+343.5%
INTC vs TMUS
+327.5%
+15.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -4.0% | +9.5% | -13.5% | -5.9% |
| 30D | -44.5% | +13.8% | -58.3% | -46.5% |
| 3M | -40.4% | -4.6% | -35.8% | -40.7% |
| 6M | -53.5% | -11.7% | -41.8% | -53.4% |
| YTD | +57.5% | -15.4% | +72.9% | +58.4% |
| 1Y | +51.2% | -16.1% | +67.3% | +52.3% |
| 3Y | +51.6% | +20.5% | +31.1% | +38.7% |
| 5Y | +23.5% | +48.7% | -25.3% | +7.0% |
| 10Y | +106.4% | +240.8% | -134.4% | +48.3% |
| All | +343.5% | +327.5% | +15.9% | +153.2% |
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