+1,537.1%
SOXX vs TMUS
+330.9%
+1,206.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +0.9% |
| 7D | +1.4% | +0.4% | +0.9% | +1.2% |
| 30D | -3.6% | +3.5% | -7.1% | -5.0% |
| 3M | -10.2% | -1.3% | -8.8% | -11.2% |
| 6M | +54.2% | -13.6% | +67.9% | +59.6% |
| YTD | +75.2% | -8.8% | +84.0% | +75.9% |
| 1Y | +107.5% | -22.9% | +130.4% | +123.1% |
| 3Y | +226.8% | +36.7% | +190.0% | +153.6% |
| 5Y | +251.2% | +46.6% | +204.6% | +158.5% |
| All | +1,537.1% | +330.9% | +1,206.2% | +674.5% |
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