+25.8%
TMO vs TMUS
-27.1%
+52.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -1.5% |
| 7D | -1.4% | +0.1% | -1.4% | -1.3% |
| 30D | +6.2% | +5.3% | +1.0% | +7.5% |
| 3M | +27.5% | +3.1% | +24.3% | +28.0% |
| 6M | +20.0% | -16.5% | +36.4% | +15.4% |
| YTD | +6.1% | -9.2% | +15.3% | +4.6% |
| 1Y | +25.8% | -26.5% | +52.3% | +14.5% |
| All | +25.8% | -27.1% | +52.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling