+32.3%
TMUS vs COMP
-56.6%
+88.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +1.2% |
| 7D | +9.0% | -1.8% | +10.8% | +9.1% |
| 30D | -3.2% | -0.8% | -2.5% | -3.3% |
| 3M | -6.9% | -28.1% | +21.3% | -6.0% |
| 6M | -16.4% | +27.0% | -43.4% | -17.4% |
| YTD | -19.6% | -12.8% | -6.9% | -19.8% |
| 1Y | -19.9% | +4.9% | -24.8% | -20.7% |
| 3Y | +14.5% | +321.0% | -306.5% | +4.4% |
| 5Y | +37.7% | -25.6% | +63.3% | +31.3% |
| All | +32.3% | -56.6% | +88.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling