+54.1%
T vs TMUS
+260.7%
-206.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.9% |
| 7D | +1.7% | +5.3% | -3.7% | -0.5% |
| 30D | -1.7% | +13.5% | -15.3% | -6.7% |
| 3M | -7.3% | -4.2% | -3.1% | -5.9% |
| 6M | -11.2% | -11.9% | +0.7% | -7.2% |
| YTD | -8.1% | -15.6% | +7.5% | -2.4% |
| 1Y | -8.0% | -16.8% | +8.8% | -1.9% |
| 3Y | +62.1% | +20.8% | +41.3% | +50.0% |
| 5Y | +55.7% | +48.0% | +7.7% | +32.7% |
| 10Y | +54.1% | +234.7% | -180.6% | -8.0% |
| All | +54.1% | +260.7% | -206.6% | -8.0% |
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 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