+21.4%
TMUS vs A
+64.5%
-43.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.6% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | +7.7% | 0.0% | +7.7% | +7.7% |
| 3M | -6.8% | +16.7% | -23.5% | -6.2% |
| 6M | -9.7% | +54.8% | -64.5% | -8.4% |
| YTD | -15.0% | +28.8% | -43.8% | -13.6% |
| 1Y | -19.1% | +19.3% | -38.4% | -17.7% |
| 3Y | +21.4% | +65.5% | -44.1% | +21.7% |
| All | +21.4% | +64.5% | -43.1% | +21.7% |
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