+0.8%
META vs TMUS
-20.4%
+21.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +1.5% |
| 7D | +2.9% | +7.5% | -4.6% | +2.9% |
| 30D | -15.1% | -3.3% | -11.8% | -14.9% |
| 3M | +7.2% | -9.7% | +16.9% | +7.7% |
| 6M | +3.4% | -17.2% | +20.6% | +3.4% |
| YTD | -4.3% | -20.3% | +16.0% | -6.2% |
| 1Y | +0.8% | -21.2% | +22.0% | -0.9% |
| All | +0.8% | -20.4% | +21.2% | -0.9% |
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 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