+16.1%
JPM vs TMUS
-20.4%
+36.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +4.2% |
| 7D | +3.8% | +7.5% | -3.7% | +4.0% |
| 30D | +6.5% | -3.3% | +9.8% | +6.4% |
| 3M | -1.0% | -9.7% | +8.6% | -1.4% |
| 6M | +15.5% | -17.2% | +32.8% | +13.8% |
| YTD | +11.4% | -20.3% | +31.7% | +7.4% |
| 1Y | +16.1% | -21.2% | +37.3% | +12.2% |
| All | +16.1% | -20.4% | +36.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling