+806.4%
TMUS vs GM
+231.7%
+574.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +7.7% | +3.6% | +4.2% | +6.6% |
| 3M | -6.8% | -0.2% | -6.5% | -7.2% |
| 6M | -9.7% | +13.9% | -23.6% | -13.4% |
| YTD | -15.0% | +6.5% | -21.4% | -17.7% |
| 1Y | -19.1% | +20.7% | -39.8% | -24.4% |
| 3Y | +21.4% | +229.5% | -208.0% | -18.6% |
| 5Y | +51.2% | +41.5% | +9.6% | +26.6% |
| 10Y | +240.2% | +204.8% | +35.4% | +92.3% |
| All | +806.4% | +231.7% | +574.7% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling