-21.2%
TMUS vs GM
+37.1%
-58.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +3.3% |
| 7D | +7.5% | +12.1% | -4.6% | +8.2% |
| 30D | -3.3% | +15.2% | -18.5% | -2.5% |
| 3M | -9.7% | +4.9% | -14.5% | -9.6% |
| 6M | -17.2% | +22.6% | -39.8% | -15.3% |
| YTD | -20.3% | +14.4% | -34.8% | -19.4% |
| 1Y | -21.2% | +39.4% | -60.6% | -20.7% |
| All | -21.2% | +37.1% | -58.3% | -20.7% |
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