+320.5%
TMUS vs A
+573.6%
-253.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.9% |
| 30D | +5.3% | +6.9% | -1.7% | +2.0% |
| 3M | +3.1% | +9.2% | -6.1% | -1.6% |
| 6M | -16.5% | +25.7% | -42.1% | -26.5% |
| YTD | -9.2% | +11.5% | -20.7% | -15.9% |
| 1Y | -26.5% | +18.4% | -44.8% | -34.4% |
| 3Y | +39.0% | +26.6% | +12.4% | +13.1% |
| 5Y | +40.4% | -12.8% | +53.2% | +32.9% |
| 10Y | +303.7% | +247.2% | +56.5% | +67.0% |
| All | +320.5% | +573.6% | -253.2% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling