+275.3%
TMUS vs ALL
+575.6%
-300.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.3% | +2.7% |
| 7D | +3.6% | -1.9% | +5.5% | +4.4% |
| 30D | -3.4% | +13.8% | -17.1% | -8.4% |
| 3M | -9.5% | -7.0% | -2.5% | -6.8% |
| 6M | -15.2% | +18.0% | -33.2% | -21.1% |
| YTD | -18.9% | +24.2% | -43.1% | -26.4% |
| 1Y | -17.7% | +31.2% | -48.9% | -27.0% |
| 3Y | +15.6% | +107.5% | -91.9% | -17.0% |
| 5Y | +38.9% | +144.8% | -105.9% | -9.9% |
| 10Y | +245.3% | +375.8% | -130.5% | +62.4% |
| All | +275.3% | +575.6% | -300.3% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling