+272.0%
TMUS vs GD
+612.4%
-340.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.1% |
| 7D | +9.0% | -3.9% | +12.9% | +11.2% |
| 30D | -3.2% | +8.1% | -11.3% | -7.3% |
| 3M | -6.9% | -6.8% | -0.1% | -3.7% |
| 6M | -16.4% | +3.0% | -19.4% | -18.4% |
| YTD | -19.6% | +7.8% | -27.4% | -24.1% |
| 1Y | -19.9% | +5.8% | -25.7% | -23.7% |
| 3Y | +14.5% | +55.3% | -40.8% | -13.9% |
| 5Y | +37.7% | +96.7% | -59.0% | -11.3% |
| 10Y | +242.2% | +195.4% | +46.9% | +59.9% |
| All | +272.0% | +612.4% | -340.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling