+235.8%
T vs TMUS
+359.0%
-123.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.5% | -1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +5.3% | +6.1% | +10.2% |
| 3M | +14.3% | +3.1% | +11.2% | +13.4% |
| 6M | -9.3% | -16.5% | +7.2% | -6.1% |
| YTD | +7.1% | -9.2% | +16.3% | +9.0% |
| 1Y | -9.1% | -26.5% | +17.4% | -3.5% |
| 3Y | +105.3% | +39.0% | +66.3% | +92.6% |
| 5Y | +66.8% | +40.4% | +26.4% | +55.4% |
| 10Y | +66.8% | +303.7% | -236.9% | +28.6% |
| All | +235.8% | +359.0% | -123.2% | +114.1% |
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