+320.5%
TMUS vs GAP
+106.0%
+214.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.8% |
| 30D | +5.3% | +9.0% | -3.8% | +3.5% |
| 3M | +3.1% | +5.0% | -1.9% | +2.1% |
| 6M | -16.5% | -17.8% | +1.4% | -14.6% |
| YTD | -9.2% | -10.4% | +1.2% | -8.8% |
| 1Y | -26.5% | -3.4% | -23.1% | -27.6% |
| 3Y | +39.0% | +111.5% | -72.5% | +9.3% |
| 5Y | +40.4% | +8.8% | +31.6% | +19.7% |
| 10Y | +303.7% | +32.9% | +270.8% | +171.4% |
| All | +320.5% | +106.0% | +214.4% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling