+320.5%
TMUS vs ALL
+588.2%
-267.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | -1.5% | +6.7% | +5.9% |
| 3M | +3.1% | +23.6% | -20.5% | -5.8% |
| 6M | -16.5% | +22.3% | -38.8% | -23.5% |
| YTD | -9.2% | +26.5% | -35.7% | -18.1% |
| 1Y | -26.5% | +27.0% | -53.5% | -34.0% |
| 3Y | +39.0% | +149.6% | -110.6% | -7.9% |
| 5Y | +40.4% | +118.1% | -77.7% | -4.3% |
| 10Y | +303.7% | +369.0% | -65.3% | +91.2% |
| All | +320.5% | +588.2% | -267.7% | +64.8% |
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 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