+33.0%
TMUS vs GM
+160.9%
-128.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.4% |
| 7D | -5.3% | -1.1% | -4.2% | -5.3% |
| 30D | +0.1% | -4.6% | +4.7% | +0.1% |
| 3M | -0.6% | +0.2% | -0.8% | -0.6% |
| 6M | -17.5% | +12.6% | -30.2% | -17.5% |
| YTD | -11.3% | +3.7% | -14.9% | -11.2% |
| 1Y | -25.4% | +45.6% | -71.0% | -26.0% |
| All | +33.0% | +160.9% | -128.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling