+51.8%
TMUS vs GWW
+218.6%
-166.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +4.9% | +3.6% | +1.3% | +4.1% |
| 30D | +7.7% | +12.1% | -4.4% | +5.1% |
| 3M | -6.8% | +12.9% | -19.7% | -9.3% |
| 6M | -9.7% | +19.3% | -29.0% | -13.4% |
| YTD | -15.0% | +48.7% | -63.7% | -23.1% |
| 1Y | -19.1% | +60.5% | -79.6% | -28.5% |
| 3Y | +21.4% | +93.3% | -71.8% | +0.6% |
| All | +51.8% | +218.6% | -166.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling