+1,423.1%
TMO vs TMUS
+329.7%
+1,093.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +4.9% | -4.1% | -0.1% |
| 30D | +4.0% | +7.7% | -3.7% | +2.3% |
| 3M | +17.6% | -6.8% | +24.4% | +18.5% |
| 6M | +57.3% | -9.7% | +66.9% | +58.5% |
| YTD | +21.2% | -15.0% | +36.1% | +22.9% |
| 1Y | +21.1% | -19.1% | +40.2% | +24.1% |
| 3Y | +58.8% | +21.4% | +37.4% | +47.8% |
| 5Y | +11.8% | +51.2% | -39.4% | -1.2% |
| 10Y | +376.2% | +240.2% | +136.0% | +252.6% |
| All | +1,423.1% | +329.7% | +1,093.3% | +831.8% |
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