+40.9%
TMUS vs COMP
-52.8%
+93.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.6% |
| 7D | +6.5% | +8.9% | -2.4% | +6.2% |
| 30D | +11.3% | +14.0% | -2.7% | +10.7% |
| 3M | -2.9% | -21.1% | +18.2% | -2.3% |
| 6M | -10.5% | +20.1% | -30.6% | -11.3% |
| YTD | -14.4% | -5.0% | -9.4% | -14.8% |
| 1Y | -17.9% | +5.7% | -23.6% | -18.7% |
| 3Y | +21.9% | +412.2% | -390.4% | +10.1% |
| 5Y | +52.1% | -12.1% | +64.2% | +44.6% |
| All | +40.9% | -52.8% | +93.7% | +32.3% |
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