+147.4%
JPM vs TMUS
+15.4%
+132.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.8% | +3.6% | -4.3% | -1.0% |
| 30D | +1.5% | -3.4% | +4.9% | +1.6% |
| 3M | -5.7% | -9.5% | +3.8% | -5.1% |
| 6M | +7.2% | -15.2% | +22.4% | +8.3% |
| YTD | +5.8% | -18.9% | +24.7% | +6.9% |
| 1Y | +8.8% | -17.7% | +26.5% | +9.5% |
| 3Y | +147.4% | +15.6% | +131.8% | +131.3% |
| All | +147.4% | +15.4% | +132.0% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling