+1,210.6%
TMO vs TMUS
+359.4%
+851.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.5% | +3.1% | -1.6% | +0.9% |
| 3M | +28.5% | +2.4% | +26.1% | +27.2% |
| 6M | +20.4% | -17.1% | +37.4% | +23.8% |
| YTD | +4.3% | -9.1% | +13.4% | +5.0% |
| 1Y | +24.1% | -23.6% | +47.7% | +29.2% |
| 3Y | +17.5% | +38.8% | -21.4% | +7.0% |
| 5Y | +6.8% | +43.0% | -36.2% | -4.1% |
| 10Y | +311.9% | +309.1% | +2.8% | +196.0% |
| All | +1,210.6% | +359.4% | +851.2% | +696.1% |
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