-18.6%
TMUS vs GFS
+17.9%
-36.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +9.5% | -5.3% | +14.8% | +9.0% |
| 30D | +13.8% | -15.8% | +29.6% | +12.5% |
| 3M | -4.6% | -18.6% | +14.1% | -5.6% |
| 6M | -11.7% | -45.0% | +33.3% | -13.9% |
| YTD | -15.4% | +16.8% | -32.2% | -15.6% |
| All | -18.6% | +17.9% | -36.4% | -19.2% |
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