-26.5%
TMUS vs GM
+52.7%
-79.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.4% |
| 7D | +0.1% | +1.7% | -1.6% | +0.2% |
| 30D | +5.3% | -1.6% | +6.8% | +5.2% |
| 3M | +3.1% | +5.7% | -2.6% | +3.5% |
| 6M | -16.5% | +12.2% | -28.6% | -15.5% |
| YTD | -9.2% | +8.4% | -17.6% | -8.4% |
| 1Y | -26.5% | +52.3% | -78.8% | -27.0% |
| All | -26.5% | +52.7% | -79.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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