+234.7%
TMUS vs ALL
+367.3%
-132.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | +5.3% | -3.9% | +9.2% | +6.9% |
| 30D | +13.5% | +10.6% | +2.9% | +9.2% |
| 3M | -4.2% | -4.6% | +0.3% | -2.6% |
| 6M | -11.9% | +20.2% | -32.1% | -18.1% |
| YTD | -15.6% | +23.7% | -39.3% | -22.7% |
| 1Y | -16.8% | +27.9% | -44.7% | -24.8% |
| 3Y | +20.8% | +109.2% | -88.4% | -11.9% |
| 5Y | +48.0% | +148.0% | -100.0% | -3.0% |
| 10Y | +234.7% | +363.8% | -129.0% | +90.8% |
| All | +234.7% | +367.3% | -132.6% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling