+53.4%
T vs TMUS
+38.7%
+14.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +1.0% | +3.6% | -2.5% | -0.7% |
| 30D | -10.6% | -3.4% | -7.2% | -9.2% |
| 3M | -7.7% | -9.5% | +1.7% | -3.7% |
| 6M | -13.3% | -15.2% | +1.9% | -7.4% |
| YTD | -8.8% | -18.9% | +10.2% | -0.8% |
| 1Y | -8.4% | -17.7% | +9.3% | -1.1% |
| 3Y | +59.6% | +15.6% | +44.0% | +50.5% |
| All | +53.4% | +38.7% | +14.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling