+210.7%
JNJ vs TMUS
+248.1%
-37.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.5% |
| 7D | +1.5% | +8.2% | -6.7% | 0.0% |
| 30D | +6.3% | +13.4% | -7.0% | +3.7% |
| 3M | +8.5% | -3.0% | +11.5% | +8.6% |
| 6M | +28.0% | -8.8% | +36.8% | +29.2% |
| YTD | +37.7% | -13.8% | +51.5% | +40.1% |
| 1Y | +47.9% | -17.1% | +65.0% | +51.7% |
| 3Y | +107.4% | +22.7% | +84.7% | +92.8% |
| 5Y | +97.7% | +52.8% | +44.9% | +73.6% |
| 10Y | +210.7% | +244.6% | -34.0% | +143.4% |
| All | +210.7% | +248.1% | -37.4% | +143.4% |
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