-25.4%
TMUS vs GFS
+39.8%
-65.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.3% |
| 7D | -5.3% | +4.5% | -9.8% | -5.0% |
| 30D | +0.1% | -8.2% | +8.3% | -0.4% |
| 3M | -0.6% | -38.9% | +38.2% | -2.7% |
| 6M | -17.5% | -2.9% | -14.7% | -18.8% |
| YTD | -11.3% | +31.8% | -43.0% | -10.6% |
| 1Y | -25.4% | +43.1% | -68.5% | -24.8% |
| All | -25.4% | +39.8% | -65.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling