+317.5%
TMUS vs GM
+240.0%
+77.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +0.4% | -2.4% | +2.9% | +0.9% |
| 30D | +3.5% | -1.1% | +4.6% | +3.7% |
| 3M | -1.3% | +6.1% | -7.4% | -2.5% |
| 6M | -13.6% | +15.0% | -28.6% | -16.3% |
| YTD | -8.8% | +6.0% | -14.7% | -10.5% |
| 1Y | -22.9% | +47.1% | -70.0% | -29.4% |
| 3Y | +36.7% | +170.5% | -133.8% | +6.0% |
| 5Y | +46.6% | +80.5% | -33.9% | +21.0% |
| All | +317.5% | +240.0% | +77.5% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling