+28.0%
JNJ vs TMUS
-9.5%
+37.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.3% |
| 7D | +1.5% | +8.2% | -6.7% | +0.8% |
| 30D | +6.3% | +13.4% | -7.0% | +5.4% |
| 3M | +8.5% | -3.0% | +11.5% | +8.4% |
| 6M | +28.0% | -8.8% | +36.8% | +27.4% |
| All | +28.0% | -9.5% | +37.5% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling