+49.9%
TMUS vs GTLB
-49.4%
+99.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | +4.9% | -0.7% | +5.6% | +4.9% |
| 30D | +7.7% | -10.2% | +17.9% | +7.9% |
| 3M | -6.8% | +10.1% | -16.9% | -7.2% |
| 6M | -9.7% | +116.5% | -126.1% | -11.5% |
| YTD | -15.0% | +27.2% | -42.1% | -15.6% |
| 1Y | -19.1% | +8.6% | -27.7% | -19.4% |
| 3Y | +21.4% | +5.6% | +15.8% | +18.8% |
| 5Y | +51.2% | -61.8% | +113.0% | +38.9% |
| All | +49.9% | -49.4% | +99.2% | +42.0% |
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