+238.4%
TMUS vs A
+319.7%
-81.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | +3.6% | -0.1% | +3.6% | +3.5% |
| 30D | -3.4% | +3.4% | -6.7% | -4.3% |
| 3M | -9.5% | +23.8% | -33.3% | -14.4% |
| 6M | -15.2% | +49.0% | -64.2% | -24.1% |
| YTD | -18.9% | +29.4% | -48.3% | -25.0% |
| 1Y | -17.7% | +19.4% | -37.1% | -22.2% |
| 3Y | +15.6% | +66.2% | -50.5% | -5.9% |
| 5Y | +38.9% | +15.8% | +23.1% | +26.0% |
| All | +238.4% | +319.7% | -81.3% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling