+39.5%
TMUS vs COMP
+215.9%
-176.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +5.3% | -13.3% | +18.6% | +5.3% |
| 3M | +3.1% | +41.1% | -38.0% | +3.1% |
| 6M | -16.5% | +17.2% | -33.6% | -16.3% |
| YTD | -9.2% | +5.2% | -14.4% | -9.1% |
| 1Y | -26.5% | +18.9% | -45.4% | -26.8% |
| All | +39.5% | +215.9% | -176.4% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling