+41.0%
TMUS vs COMP
-17.6%
+58.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.9% | +0.5% |
| 7D | +3.6% | +13.4% | -9.9% | +3.1% |
| 30D | -3.4% | +11.1% | -14.5% | -3.8% |
| 3M | -9.5% | -18.8% | +9.4% | -8.9% |
| 6M | -15.2% | +10.5% | -25.7% | -15.7% |
| YTD | -18.9% | -3.4% | -15.5% | -19.4% |
| 1Y | -17.7% | +19.7% | -37.4% | -19.0% |
| 3Y | +15.6% | +381.6% | -366.0% | +4.3% |
| All | +41.0% | -17.6% | +58.6% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling