+639.4%
ON vs TMUS
+359.0%
+280.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +2.1% |
| 7D | +2.4% | +0.1% | +2.4% | +2.3% |
| 30D | -3.3% | +5.3% | -8.5% | -5.2% |
| 3M | -43.6% | +3.1% | -46.7% | -45.0% |
| 6M | +19.0% | -16.5% | +35.4% | +23.9% |
| YTD | +37.4% | -9.2% | +46.5% | +38.6% |
| 1Y | +54.8% | -26.5% | +81.2% | +67.2% |
| 3Y | -25.2% | +39.0% | -64.2% | -37.1% |
| 5Y | +62.7% | +40.4% | +22.3% | +35.6% |
| 10Y | +574.3% | +303.7% | +270.6% | +303.8% |
| All | +639.4% | +359.0% | +280.4% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling