+62.5%
T vs TMUS
+246.8%
-184.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.6% | +6.5% | -4.9% | -1.0% |
| 30D | -2.9% | +11.3% | -14.2% | -7.1% |
| 3M | -7.5% | -2.9% | -4.6% | -6.6% |
| 6M | -9.9% | -10.5% | +0.6% | -6.4% |
| YTD | -6.4% | -14.4% | +8.0% | -1.3% |
| 1Y | -9.4% | -17.9% | +8.5% | -2.9% |
| 3Y | +64.9% | +21.9% | +43.0% | +51.9% |
| 5Y | +57.0% | +52.1% | +4.8% | +32.4% |
| All | +62.5% | +246.8% | -184.3% | -0.6% |
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 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