+15.6%
TMUS vs A
+64.2%
-48.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +1.0% |
| 7D | +3.6% | -0.1% | +3.6% | +3.6% |
| 30D | -3.4% | +3.4% | -6.7% | -3.2% |
| 3M | -9.5% | +23.8% | -33.3% | -8.7% |
| 6M | -15.2% | +49.0% | -64.2% | -14.0% |
| YTD | -18.9% | +29.4% | -48.3% | -17.6% |
| 1Y | -17.7% | +19.4% | -37.1% | -16.3% |
| 3Y | +15.6% | +66.2% | -50.5% | +15.3% |
| All | +15.6% | +64.2% | -48.6% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling