+51.8%
TMUS vs GTLB
-49.8%
+101.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.8% |
| 7D | +8.2% | -9.6% | +17.8% | +8.4% |
| 30D | +13.4% | -15.5% | +28.9% | +13.7% |
| 3M | -3.0% | +12.4% | -15.4% | -3.5% |
| 6M | -8.8% | +84.6% | -93.3% | -10.3% |
| YTD | -13.8% | +26.1% | -39.9% | -14.5% |
| 1Y | -17.1% | +1.7% | -18.8% | -17.2% |
| 3Y | +22.7% | +6.1% | +16.6% | +20.0% |
| 5Y | +52.8% | -61.1% | +114.0% | +41.0% |
| All | +51.8% | -49.8% | +101.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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