+41.0%
TMUS vs GTLB
-61.8%
+102.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +3.6% | -11.1% | +14.7% | +3.8% |
| 30D | -3.4% | -7.5% | +4.1% | -3.3% |
| 3M | -9.5% | +34.8% | -44.2% | -10.4% |
| 6M | -15.2% | +98.0% | -113.2% | -17.0% |
| YTD | -18.9% | +28.1% | -47.1% | -19.7% |
| 1Y | -17.7% | +5.6% | -23.3% | -18.0% |
| 3Y | +15.6% | +15.9% | -0.3% | +12.2% |
| All | +41.0% | -61.8% | +102.8% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling