+49.1%
TMUS vs GTLB
-50.5%
+99.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +9.5% | -10.9% | +20.4% | +9.7% |
| 30D | +13.8% | -15.3% | +29.1% | +14.1% |
| 3M | -4.6% | +14.6% | -19.1% | -5.1% |
| 6M | -11.7% | +79.6% | -91.3% | -13.2% |
| YTD | -15.4% | +24.3% | -39.7% | -16.0% |
| 1Y | -16.1% | +1.0% | -17.2% | -16.3% |
| 3Y | +20.5% | +4.6% | +15.9% | +17.8% |
| 5Y | +48.7% | -63.7% | +112.5% | +36.2% |
| All | +49.1% | -50.5% | +99.6% | +41.3% |
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