-17.3%
TMUS vs GTLB
+1.7%
-19.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.9% |
| 7D | +8.2% | -9.6% | +17.8% | +7.6% |
| 30D | +13.4% | -15.5% | +28.9% | +12.4% |
| 3M | -3.0% | +12.4% | -15.4% | -3.1% |
| 6M | -8.8% | +84.6% | -93.3% | -6.1% |
| YTD | -13.8% | +26.1% | -39.9% | -12.3% |
| All | -17.3% | +1.7% | -19.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling