+1,023.2%
JPM vs TMUS
+359.0%
+664.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.2% | +5.3% | -5.4% | -1.8% |
| 3M | +15.9% | +3.1% | +12.7% | +13.9% |
| 6M | +20.9% | -16.5% | +37.4% | +26.2% |
| YTD | +12.9% | -9.2% | +22.0% | +14.4% |
| 1Y | +20.3% | -26.5% | +46.8% | +29.8% |
| 3Y | +160.9% | +39.0% | +121.9% | +127.6% |
| 5Y | +154.8% | +40.4% | +114.5% | +118.3% |
| 10Y | +591.1% | +303.7% | +287.4% | +317.9% |
| All | +1,023.2% | +359.0% | +664.2% | +401.5% |
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