+50.0%
NET vs TMUS
-15.7%
+65.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -2.4% |
| 7D | -7.0% | +0.1% | -7.1% | -6.9% |
| 30D | -4.8% | +5.3% | -10.0% | -4.2% |
| 3M | +3.8% | +3.1% | +0.7% | +5.6% |
| 6M | +50.0% | -16.5% | +66.5% | +28.7% |
| All | +50.0% | -15.7% | +65.7% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling