-10.6%
TMUS vs A
+56.1%
-66.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +4.7% |
| 7D | +5.3% | +4.8% | +0.6% | +6.3% |
| 30D | +13.5% | +5.6% | +7.9% | +14.6% |
| 3M | -4.2% | +23.6% | -27.8% | -0.9% |
| All | -10.6% | +56.1% | -66.7% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling