+57.3%
LLY vs TMUS
-20.4%
+77.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.6% |
| 7D | +10.1% | +7.5% | +2.6% | +9.9% |
| 30D | +24.0% | -3.3% | +27.4% | +23.7% |
| 3M | +27.3% | -9.7% | +36.9% | +26.8% |
| 6M | +47.0% | -17.2% | +64.2% | +45.7% |
| YTD | +32.6% | -20.3% | +52.9% | +31.5% |
| 1Y | +57.3% | -21.2% | +78.6% | +56.7% |
| All | +57.3% | -20.4% | +77.8% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling