-25.1%
ON vs TMUS
+39.0%
-64.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +0.6% |
| 7D | +2.4% | +0.1% | +2.4% | +2.5% |
| 30D | -3.3% | +5.3% | -8.5% | -2.7% |
| 3M | -43.6% | +3.1% | -46.7% | -43.2% |
| 6M | +19.0% | -16.5% | +35.4% | +18.9% |
| YTD | +37.4% | -9.2% | +46.5% | +37.6% |
| 1Y | +54.8% | -26.5% | +81.2% | +56.2% |
| All | -25.1% | +39.0% | -64.1% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling