+42.0%
TMUS vs GAP
+9.0%
+33.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.4% |
| 30D | +5.3% | +9.0% | -3.8% | +4.6% |
| 3M | +3.1% | +5.0% | -1.9% | +2.7% |
| 6M | -16.5% | -17.8% | +1.4% | -15.9% |
| YTD | -9.2% | -10.4% | +1.2% | -9.1% |
| 1Y | -26.5% | -3.4% | -23.1% | -26.9% |
| 3Y | +39.0% | +111.5% | -72.5% | +23.5% |
| All | +42.0% | +9.0% | +33.0% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling