+561.8%
ON vs TMUS
+309.7%
+252.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -12.4% | +3.1% | -15.6% | -14.0% |
| 3M | -41.2% | +2.4% | -43.6% | -43.2% |
| 6M | +25.0% | -17.1% | +42.1% | +33.6% |
| YTD | +31.3% | -9.1% | +40.3% | +32.8% |
| 1Y | +45.4% | -23.6% | +69.0% | +60.7% |
| 3Y | -27.4% | +38.8% | -66.3% | -48.0% |
| 5Y | +58.5% | +43.0% | +15.5% | +9.3% |
| 10Y | +561.8% | +309.1% | +252.7% | +156.8% |
| All | +561.8% | +309.7% | +252.1% | +156.8% |
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