+233.5%
INTU vs TMUS
+248.1%
-14.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | -3.9% | +8.2% | -12.1% | -7.2% |
| 30D | +12.0% | +13.4% | -1.4% | +5.9% |
| 3M | +2.3% | -3.0% | +5.4% | +2.9% |
| 6M | -12.1% | -8.8% | -3.3% | -9.8% |
| YTD | -47.5% | -13.8% | -33.7% | -45.4% |
| 1Y | -46.9% | -17.1% | -29.8% | -43.8% |
| 3Y | -33.5% | +22.7% | -56.1% | -44.9% |
| 5Y | -41.2% | +52.8% | -94.1% | -57.0% |
| 10Y | +233.5% | +244.6% | -11.1% | +70.8% |
| All | +233.5% | +248.1% | -14.6% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling