+32.7%
ORCL vs TMUS
+39.0%
-6.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.5% | +2.6% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +10.0% | +5.3% | +4.7% | +10.8% |
| 3M | -32.6% | +3.1% | -35.7% | -32.0% |
| 6M | +4.9% | -16.5% | +21.4% | +3.9% |
| YTD | -17.8% | -9.2% | -8.6% | -18.2% |
| 1Y | -28.0% | -26.5% | -1.5% | -28.2% |
| All | +32.7% | +39.0% | -6.3% | +22.6% |
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