+39.0%
TMUS vs COMP
-49.2%
+88.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.5% | +3.9% |
| 7D | +5.3% | +14.5% | -9.2% | +4.8% |
| 30D | +13.5% | +14.9% | -1.4% | +12.9% |
| 3M | -4.2% | -14.2% | +10.0% | -3.9% |
| 6M | -11.9% | +23.7% | -35.6% | -12.7% |
| YTD | -15.6% | +2.1% | -17.7% | -16.2% |
| 1Y | -16.8% | +26.2% | -43.0% | -18.2% |
| 3Y | +20.8% | +470.9% | -450.1% | +8.7% |
| 5Y | +48.0% | -14.0% | +62.1% | +40.4% |
| All | +39.0% | -49.2% | +88.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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