+868.1%
TMUS vs GM
+238.5%
+629.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.7% |
| 7D | +0.1% | +1.9% | -1.9% | -0.4% |
| 30D | +5.3% | -1.4% | +6.6% | +5.5% |
| 3M | +3.1% | +5.9% | -2.8% | +1.3% |
| 6M | -16.5% | +12.4% | -28.8% | -19.6% |
| YTD | -9.2% | +8.6% | -17.8% | -12.2% |
| 1Y | -26.5% | +52.6% | -79.1% | -35.5% |
| 3Y | +39.0% | +169.7% | -130.6% | -0.7% |
| 5Y | +40.4% | +87.5% | -47.2% | +7.1% |
| 10Y | +303.7% | +233.0% | +70.7% | +120.8% |
| All | +868.1% | +238.5% | +629.7% | +379.7% |
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 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