+535.7%
ON vs TMUS
+235.5%
+300.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.1% | +9.5% | -13.6% | -7.8% |
| 30D | -10.2% | +13.8% | -24.0% | -15.9% |
| 3M | -12.7% | -4.6% | -8.2% | -12.3% |
| 6M | -32.5% | -11.7% | -20.9% | -31.1% |
| YTD | +28.6% | -15.4% | +43.9% | +32.7% |
| 1Y | +43.4% | -16.1% | +59.5% | +48.3% |
| 3Y | +3.3% | +20.5% | -17.2% | -21.4% |
| 5Y | +22.5% | +48.7% | -26.2% | -20.9% |
| 10Y | +535.7% | +240.8% | +294.9% | +152.6% |
| All | +535.7% | +235.5% | +300.2% | +152.6% |
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 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