+22.2%
TMUS vs GWW
+95.0%
-72.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +6.5% | +3.7% | +2.8% | +6.0% |
| 30D | +11.3% | +13.6% | -2.3% | +9.5% |
| 3M | -2.9% | +15.4% | -18.2% | -4.6% |
| 6M | -10.5% | +21.8% | -32.3% | -12.9% |
| YTD | -14.4% | +50.0% | -64.5% | -20.0% |
| 1Y | -17.9% | +60.2% | -78.1% | -24.3% |
| All | +22.2% | +95.0% | -72.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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