+304.4%
TMUS vs GD
+190.3%
+114.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.8% |
| 7D | +0.1% | -5.3% | +5.3% | +2.1% |
| 30D | +5.3% | -6.4% | +11.7% | +7.8% |
| 3M | +3.1% | +5.7% | -2.6% | +0.6% |
| 6M | -16.5% | -0.9% | -15.5% | -16.6% |
| YTD | -9.2% | +8.2% | -17.3% | -12.8% |
| 1Y | -26.5% | +13.4% | -39.9% | -31.0% |
| 3Y | +39.0% | +68.5% | -29.5% | +8.3% |
| 5Y | +40.4% | +97.2% | -56.8% | +0.8% |
| All | +304.4% | +190.3% | +114.1% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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