+132.2%
LLY vs TMUS
+15.4%
+116.8%
-34.5%
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% | -0.8% |
| 7D | -4.5% | +3.6% | -8.0% | -4.7% |
| 30D | +13.9% | -3.4% | +17.3% | +13.8% |
| 3M | +13.8% | -9.5% | +23.2% | +13.9% |
| 6M | +37.6% | -15.2% | +52.8% | +38.0% |
| YTD | +26.6% | -18.9% | +45.5% | +27.4% |
| 1Y | +45.3% | -17.7% | +63.0% | +46.0% |
| 3Y | +132.2% | +15.6% | +116.6% | +142.9% |
| All | +132.2% | +15.4% | +116.8% | +142.9% |
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