+346.9%
ORCL vs TMUS
+304.9%
+42.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.5% | +3.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.0% | +5.3% | +4.7% | +8.5% |
| 3M | -32.6% | +3.1% | -35.7% | -33.6% |
| 6M | +4.9% | -16.5% | +21.4% | +8.8% |
| YTD | -17.8% | -9.2% | -8.6% | -17.1% |
| 1Y | -28.0% | -26.5% | -1.5% | -22.9% |
| 3Y | +36.0% | +39.0% | -3.0% | +13.5% |
| 5Y | +88.7% | +40.4% | +48.3% | +54.9% |
| All | +346.9% | +304.9% | +42.0% | +156.4% |
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