+60.2%
TMUS vs GTLB
-50.0%
+110.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.2% |
| 7D | -0.3% | +4.6% | -4.8% | -0.4% |
| 30D | +3.1% | +21.0% | -17.9% | +2.6% |
| 3M | +2.4% | +51.7% | -49.3% | +1.3% |
| 6M | -17.1% | +89.3% | -106.4% | -18.5% |
| YTD | -9.1% | +25.6% | -34.7% | -9.7% |
| 1Y | -23.6% | -1.5% | -22.1% | -23.7% |
| 3Y | +38.8% | -9.9% | +48.8% | +36.9% |
| All | +60.2% | -50.0% | +110.2% | +52.0% |
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