+42.7%
ORCL vs TMUS
+51.5%
-8.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +8.0% | +4.9% | +3.1% | +8.0% |
| 30D | -4.0% | +7.7% | -11.7% | -3.8% |
| 3M | -19.5% | -6.8% | -12.7% | -19.0% |
| 6M | -33.5% | -9.7% | -23.8% | -32.9% |
| YTD | -34.8% | -15.0% | -19.9% | -34.2% |
| 1Y | -41.6% | -19.1% | -22.5% | -40.5% |
| 3Y | +13.8% | +21.4% | -7.7% | -1.3% |
| All | +42.7% | +51.5% | -8.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling