-21.2%
TMUS vs GWRE
-24.5%
+3.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.9% | +2.6% |
| 7D | +7.5% | +2.2% | +5.3% | +7.3% |
| 30D | -3.3% | +4.5% | -7.8% | -3.7% |
| 3M | -9.7% | +6.4% | -16.1% | -10.2% |
| 6M | -17.2% | +18.8% | -36.1% | -18.7% |
| YTD | -20.3% | -15.1% | -5.2% | -17.0% |
| 1Y | -21.2% | -23.4% | +2.2% | -13.5% |
| All | -21.2% | -24.5% | +3.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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