+20.8%
TMUS vs GAP
+78.9%
-58.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +4.0% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +13.5% | -4.3% | +17.9% | +13.6% |
| 3M | -4.2% | +9.4% | -13.6% | -4.5% |
| 6M | -11.9% | -3.3% | -8.6% | -12.1% |
| YTD | -15.6% | -10.5% | -5.0% | -15.8% |
| 1Y | -16.8% | -2.4% | -14.4% | -17.1% |
| 3Y | +20.8% | +80.1% | -59.3% | +19.1% |
| All | +20.8% | +78.9% | -58.1% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling