+15.6%
TMUS vs GD
+54.3%
-38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.6% | -5.0% | +8.5% | +4.3% |
| 30D | -3.4% | +8.9% | -12.3% | -4.7% |
| 3M | -9.5% | -8.0% | -1.4% | -8.4% |
| 6M | -15.2% | +2.9% | -18.1% | -15.7% |
| YTD | -18.9% | +7.1% | -26.0% | -20.5% |
| 1Y | -17.7% | +5.9% | -23.6% | -19.2% |
| 3Y | +15.6% | +53.9% | -38.2% | +7.9% |
| All | +15.6% | +54.3% | -38.7% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling