+523.3%
ON vs TMUS
+244.6%
+278.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +12.2% | +4.9% | +7.3% | +10.1% |
| 30D | -3.1% | +7.7% | -10.8% | -6.8% |
| 3M | -12.9% | -6.8% | -6.1% | -11.3% |
| 6M | -38.6% | -9.7% | -28.9% | -37.9% |
| YTD | +31.2% | -15.0% | +46.2% | +35.2% |
| 1Y | +47.6% | -19.1% | +66.8% | +56.0% |
| 3Y | +6.6% | +21.4% | -14.8% | -19.1% |
| 5Y | +21.3% | +51.2% | -29.9% | -22.4% |
| All | +523.3% | +244.6% | +278.7% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling