+107.7%
T vs TMUS
+39.0%
+68.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.5% | -0.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +5.3% | +6.1% | +8.6% |
| 3M | +14.3% | +3.1% | +11.2% | +11.7% |
| 6M | -9.3% | -16.5% | +7.2% | -2.1% |
| YTD | +7.1% | -9.2% | +16.3% | +11.0% |
| 1Y | -9.1% | -26.5% | +17.4% | +3.3% |
| All | +107.7% | +39.0% | +68.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling