+94.4%
MO vs TMUS
+38.6%
+55.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -0.3% | +3.1% | -3.4% | -1.1% |
| 3M | -2.9% | +2.4% | -5.4% | -3.8% |
| 6M | +5.8% | -17.1% | +22.8% | +10.2% |
| YTD | +22.0% | -9.1% | +31.1% | +24.0% |
| 1Y | +10.7% | -23.6% | +34.3% | +17.5% |
| 3Y | +94.4% | +38.8% | +55.5% | +84.7% |
| All | +94.4% | +38.6% | +55.8% | +84.7% |
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