+317.8%
TMUS vs GAP
+28.3%
+289.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.0% |
| 7D | -5.3% | -3.2% | -2.1% | -5.1% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | -0.6% | -0.5% | -0.1% | -0.7% |
| 6M | -17.5% | -5.0% | -12.6% | -17.6% |
| YTD | -11.3% | -14.7% | +3.4% | -10.7% |
| 1Y | -25.4% | -8.6% | -16.8% | -25.6% |
| 3Y | +35.5% | +108.4% | -72.8% | +19.5% |
| 5Y | +41.9% | +5.8% | +36.1% | +30.8% |
| 10Y | +317.8% | +29.6% | +288.2% | +250.0% |
| All | +317.8% | +28.3% | +289.5% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling