-19.9%
TMUS vs COMP
+11.9%
-31.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +0.7% |
| 7D | +9.0% | -1.8% | +10.8% | +9.0% |
| 30D | -3.2% | -0.8% | -2.5% | -3.2% |
| 3M | -6.9% | -28.1% | +21.3% | -8.0% |
| 6M | -16.4% | +27.0% | -43.4% | -13.9% |
| YTD | -19.6% | -12.8% | -6.9% | -22.1% |
| 1Y | -19.9% | +4.9% | -24.8% | -23.3% |
| All | -19.9% | +11.9% | -31.8% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling