+3,212.1%
LLY vs TMUS
+359.0%
+2,853.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | +5.3% | -6.9% | -2.4% |
| 3M | +2.3% | +3.1% | -0.8% | +1.5% |
| 6M | +14.9% | -16.5% | +31.3% | +17.5% |
| YTD | +7.5% | -9.2% | +16.6% | +8.4% |
| 1Y | +55.7% | -26.5% | +82.2% | +61.9% |
| 3Y | +110.6% | +39.0% | +71.6% | +96.8% |
| 5Y | +363.4% | +40.4% | +323.0% | +330.0% |
| 10Y | +1,649.0% | +303.7% | +1,345.3% | +1,282.6% |
| All | +3,212.1% | +359.0% | +2,853.1% | +2,092.9% |
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 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