+980.8%
JPM vs TMUS
+335.3%
+645.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -2.5% | +8.2% | -10.6% | -4.8% |
| 30D | +2.7% | +13.4% | -10.6% | -1.3% |
| 3M | -4.7% | -3.0% | -1.6% | -4.6% |
| 6M | +15.6% | -8.8% | +24.3% | +16.9% |
| YTD | +8.6% | -13.8% | +22.5% | +11.0% |
| 1Y | +10.9% | -17.1% | +28.0% | +14.6% |
| 3Y | +149.9% | +22.7% | +127.2% | +124.9% |
| 5Y | +131.9% | +52.8% | +79.1% | +92.1% |
| 10Y | +481.0% | +244.6% | +236.4% | +266.5% |
| All | +980.8% | +335.3% | +645.4% | +386.5% |
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