+1,497.9%
META vs TMUS
+1,492.6%
+5.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.2% |
| 7D | -3.1% | +9.0% | -12.1% | -5.1% |
| 30D | -18.1% | -3.2% | -14.9% | -18.0% |
| 3M | +2.9% | -6.9% | +9.7% | +3.7% |
| 6M | +0.2% | -16.4% | +16.6% | +3.3% |
| YTD | -8.1% | -19.6% | +11.5% | -4.9% |
| 1Y | -4.5% | -19.9% | +15.4% | -1.2% |
| 3Y | +94.2% | +14.5% | +79.7% | +80.2% |
| 5Y | +79.1% | +37.7% | +41.4% | +57.4% |
| 10Y | +405.9% | +242.2% | +163.7% | +277.2% |
| All | +1,497.9% | +1,492.6% | +5.3% | +1,265.2% |
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