+93.4%
META vs TMUS
+14.4%
+79.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.0% |
| 7D | -3.1% | +9.0% | -12.1% | -3.5% |
| 30D | -18.1% | -3.2% | -14.9% | -18.0% |
| 3M | +2.9% | -6.9% | +9.7% | +3.2% |
| 6M | +0.2% | -16.4% | +16.6% | +1.1% |
| YTD | -8.1% | -19.6% | +11.5% | -7.5% |
| 1Y | -4.5% | -19.9% | +15.4% | -3.9% |
| All | +93.4% | +14.4% | +79.0% | +126.6% |
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