+15.6%
TMUS vs FIVE
+34.8%
-19.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | -3.4% | +17.7% | -21.0% | -3.3% |
| 3M | -9.5% | +4.0% | -13.4% | -9.4% |
| 6M | -15.2% | +2.6% | -17.8% | -15.2% |
| YTD | -18.9% | +27.6% | -46.5% | -18.8% |
| 1Y | -17.7% | +59.9% | -77.6% | -17.5% |
| 3Y | +15.6% | +35.8% | -20.1% | +16.7% |
| All | +15.6% | +34.8% | -19.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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