-28.5%
TMUS vs GLXY
-38.3%
+9.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.2% | -2.1% | +4.5% |
| 7D | +5.3% | -0.5% | +5.9% | +5.5% |
| 30D | +13.5% | -28.6% | +42.2% | +12.1% |
| 3M | -4.2% | -28.1% | +23.8% | -5.2% |
| 6M | -11.9% | -52.0% | +40.1% | -13.7% |
| YTD | -15.6% | -35.1% | +19.5% | -16.0% |
| 1Y | -16.8% | -54.0% | +37.2% | -17.4% |
| All | -28.5% | -38.3% | +9.8% | -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