+529.3%
ON vs TMUS
+309.7%
+219.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -11.7% | +3.6% | -15.2% | -12.8% |
| 30D | -23.3% | -3.4% | -19.9% | -23.2% |
| 3M | -19.2% | -9.5% | -9.7% | -17.6% |
| 6M | -40.1% | -15.2% | -25.0% | -38.5% |
| YTD | +16.9% | -18.9% | +35.8% | +21.2% |
| 1Y | +29.7% | -17.7% | +47.4% | +33.4% |
| 3Y | -4.4% | +15.6% | -20.1% | -15.2% |
| 5Y | +7.1% | +38.9% | -31.8% | -11.5% |
| 10Y | +447.2% | +245.3% | +201.9% | +241.2% |
| All | +529.3% | +309.7% | +219.7% | +204.0% |
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 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