+36.7%
TMUS vs GWRE
+50.1%
-13.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +0.4% | -13.2% | +13.7% | +1.4% |
| 30D | +3.5% | -18.6% | +22.1% | +4.9% |
| 3M | -1.3% | +18.9% | -20.2% | -1.9% |
| 6M | -13.6% | -11.0% | -2.7% | -13.4% |
| YTD | -8.8% | -29.9% | +21.1% | -6.9% |
| 1Y | -22.9% | -44.3% | +21.5% | -20.2% |
| 3Y | +36.7% | +51.7% | -15.0% | +29.9% |
| All | +36.7% | +50.1% | -13.4% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling