+676.0%
ORCL vs TMUS
+306.1%
+369.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.1% |
| 7D | -17.5% | +9.0% | -26.5% | -19.1% |
| 30D | -20.2% | -3.2% | -16.9% | -20.3% |
| 3M | -19.9% | -6.9% | -13.1% | -19.7% |
| 6M | -37.4% | -16.4% | -21.0% | -36.2% |
| YTD | -40.1% | -19.6% | -20.5% | -38.9% |
| 1Y | -53.4% | -19.9% | -33.5% | -52.4% |
| 3Y | +10.4% | +14.5% | -4.1% | +2.5% |
| 5Y | +29.8% | +37.7% | -7.9% | +14.9% |
| 10Y | +249.2% | +242.2% | +7.0% | +152.9% |
| All | +676.0% | +306.1% | +369.9% | +347.1% |
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