+592.1%
JPM vs TMUS
+304.7%
+287.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | -0.4% | -5.3% | +4.9% | +1.3% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +13.9% | -0.6% | +14.6% | +13.1% |
| 6M | +23.5% | -17.5% | +41.1% | +30.0% |
| YTD | +11.6% | -11.3% | +22.9% | +14.1% |
| 1Y | +21.4% | -25.4% | +46.8% | +31.5% |
| 3Y | +163.4% | +35.5% | +127.9% | +123.0% |
| 5Y | +152.5% | +41.9% | +110.6% | +106.0% |
| 10Y | +592.1% | +317.8% | +274.3% | +299.4% |
| All | +592.1% | +304.7% | +287.5% | +299.4% |
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