-28.3%
TMUS vs GLXY
-40.0%
+11.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.1% |
| 7D | +9.5% | -16.2% | +25.7% | +8.5% |
| 30D | +13.8% | -30.6% | +44.4% | +12.1% |
| 3M | -4.6% | -27.7% | +23.1% | -5.6% |
| 6M | -11.7% | -53.3% | +41.6% | -13.7% |
| YTD | -15.4% | -36.9% | +21.5% | -16.0% |
| 1Y | -16.1% | -55.6% | +39.5% | -16.9% |
| All | -28.3% | -40.0% | +11.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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