+952.8%
JPM vs TMUS
+309.7%
+643.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.8% | +3.6% | -4.3% | -1.8% |
| 30D | +1.5% | -3.4% | +4.9% | +1.9% |
| 3M | -5.7% | -9.5% | +3.8% | -3.6% |
| 6M | +7.2% | -15.2% | +22.4% | +10.8% |
| YTD | +5.8% | -18.9% | +24.7% | +10.1% |
| 1Y | +8.8% | -17.7% | +26.5% | +12.5% |
| 3Y | +147.4% | +15.6% | +131.8% | +126.6% |
| 5Y | +125.3% | +38.9% | +86.4% | +92.2% |
| 10Y | +540.5% | +245.3% | +295.3% | +303.9% |
| All | +952.8% | +309.7% | +643.1% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling