+290.8%
TMUS vs GAP
+105.7%
+185.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.6% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +13.5% | -4.3% | +17.9% | +14.2% |
| 3M | -4.2% | +9.4% | -13.6% | -6.1% |
| 6M | -11.9% | -3.3% | -8.6% | -12.2% |
| YTD | -15.6% | -10.5% | -5.0% | -15.5% |
| 1Y | -16.8% | -2.4% | -14.4% | -18.1% |
| 3Y | +20.8% | +80.1% | -59.3% | -1.8% |
| 5Y | +48.0% | +6.5% | +41.6% | +26.9% |
| 10Y | +234.7% | +14.6% | +220.1% | +138.3% |
| All | +290.8% | +105.7% | +185.1% | +74.5% |
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