+251.6%
ORCL vs TMUS
+260.7%
-9.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -1.0% | +2.4% |
| 7D | +0.5% | +5.3% | -4.9% | -0.6% |
| 30D | -15.3% | +13.5% | -28.8% | -17.8% |
| 3M | -18.2% | -4.2% | -14.0% | -18.2% |
| 6M | -38.4% | -11.9% | -26.5% | -37.6% |
| YTD | -37.7% | -15.6% | -22.1% | -36.7% |
| 1Y | -49.3% | -16.8% | -32.5% | -48.3% |
| 3Y | +10.6% | +20.8% | -10.2% | -4.7% |
| 5Y | +35.5% | +48.0% | -12.5% | +6.7% |
| 10Y | +251.6% | +234.7% | +16.9% | +106.4% |
| All | +251.6% | +260.7% | -9.1% | +106.4% |
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