-21.2%
TMUS vs A
+24.4%
-45.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.3% |
| 7D | +7.5% | -2.4% | +9.9% | +7.1% |
| 30D | -3.3% | +3.6% | -6.9% | -2.7% |
| 3M | -9.7% | +27.5% | -37.1% | -6.4% |
| 6M | -17.2% | +58.5% | -75.7% | -11.9% |
| YTD | -20.3% | +31.2% | -51.5% | -14.8% |
| 1Y | -21.2% | +22.2% | -43.4% | -15.9% |
| All | -21.2% | +24.4% | -45.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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