-26.5%
TMUS vs GWRE
-25.4%
-1.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -19.9% | +16.5% | -2.0% |
| 7D | +0.1% | -21.1% | +21.2% | +1.6% |
| 30D | +5.3% | +1.3% | +3.9% | +5.2% |
| 3M | +3.1% | +7.4% | -4.3% | +2.0% |
| 6M | -16.5% | +5.6% | -22.1% | -17.3% |
| YTD | -9.2% | -19.2% | +10.0% | -7.7% |
| 1Y | -26.5% | -25.1% | -1.3% | -24.7% |
| All | -26.5% | -25.4% | -1.1% | -24.7% |
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