+290.8%
TMUS vs A
+705.7%
-414.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.8% |
| 7D | +5.3% | +4.8% | +0.6% | +3.2% |
| 30D | +13.5% | +5.6% | +7.9% | +10.6% |
| 3M | -4.2% | +23.6% | -27.8% | -13.5% |
| 6M | -11.9% | +56.4% | -68.3% | -29.5% |
| YTD | -15.6% | +33.4% | -49.0% | -28.2% |
| 1Y | -16.8% | +23.7% | -40.5% | -26.9% |
| 3Y | +20.8% | +71.0% | -50.2% | -14.9% |
| 5Y | +48.0% | +16.8% | +31.2% | +21.2% |
| 10Y | +234.7% | +323.8% | -89.1% | +25.7% |
| All | +290.8% | +705.7% | -414.9% | -5.6% |
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