+40.0%
TMUS vs COMP
-52.0%
+92.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +7.7% | +16.6% | -8.8% | +7.1% |
| 3M | -6.8% | -23.5% | +16.7% | -6.1% |
| 6M | -9.7% | +25.7% | -35.4% | -10.6% |
| YTD | -15.0% | -3.4% | -11.5% | -15.4% |
| 1Y | -19.1% | +7.6% | -26.7% | -20.0% |
| 3Y | +21.4% | +423.6% | -402.2% | +9.7% |
| 5Y | +51.2% | -10.6% | +61.8% | +43.6% |
| All | +40.0% | -52.0% | +92.0% | +31.4% |
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