+38.8%
TMUS vs GWW
+91.5%
-52.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -0.3% | -1.5% | +1.3% | -0.1% |
| 30D | +3.1% | +1.1% | +2.0% | +2.9% |
| 3M | +2.4% | -1.0% | +3.4% | +2.4% |
| 6M | -17.1% | +16.3% | -33.4% | -19.3% |
| YTD | -9.1% | +28.5% | -37.6% | -13.5% |
| 1Y | -23.6% | +30.3% | -53.9% | -27.6% |
| 3Y | +38.8% | +91.6% | -52.8% | +21.9% |
| All | +38.8% | +91.5% | -52.6% | +21.9% |
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