+2,929.0%
SOXX vs TMUS
+348.4%
+2,580.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | +6.1% | -5.3% | +11.4% | +7.5% |
| 30D | +0.5% | +0.1% | +0.4% | +0.3% |
| 3M | -5.3% | -0.6% | -4.7% | -6.3% |
| 6M | +58.3% | -17.5% | +75.9% | +63.8% |
| YTD | +76.8% | -11.3% | +88.1% | +78.6% |
| 1Y | +114.6% | -25.4% | +140.0% | +126.3% |
| 3Y | +229.6% | +35.5% | +194.1% | +190.0% |
| 5Y | +257.3% | +41.9% | +215.4% | +208.4% |
| 10Y | +1,583.2% | +317.8% | +1,265.4% | +1,008.6% |
| All | +2,929.0% | +348.4% | +2,580.6% | +1,496.0% |
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