+516.0%
ON vs TMUS
+260.7%
+255.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.1% | +5.0% | +7.4% |
| 7D | -1.4% | +5.3% | -6.8% | -3.7% |
| 30D | -10.9% | +13.5% | -24.4% | -16.4% |
| 3M | -14.9% | -4.2% | -10.6% | -14.6% |
| 6M | -33.0% | -11.9% | -21.1% | -31.6% |
| YTD | +27.6% | -15.6% | +43.2% | +31.9% |
| 1Y | +44.5% | -16.8% | +61.3% | +50.0% |
| 3Y | +7.4% | +20.8% | -13.4% | -18.4% |
| 5Y | +18.7% | +48.0% | -29.3% | -23.1% |
| 10Y | +516.0% | +234.7% | +281.2% | +133.0% |
| All | +516.0% | +260.7% | +255.2% | +133.0% |
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