+298.8%
TMUS vs GWW
+2,405.6%
-2,106.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +8.2% | 0.0% | +8.2% | +8.1% |
| 30D | +13.4% | +14.0% | -0.6% | +7.3% |
| 3M | -3.0% | +14.4% | -17.4% | -8.6% |
| 6M | -8.8% | +21.7% | -30.5% | -16.7% |
| YTD | -13.8% | +48.4% | -62.3% | -28.3% |
| 1Y | -17.1% | +58.4% | -75.5% | -33.0% |
| 3Y | +22.7% | +92.3% | -69.6% | -11.2% |
| 5Y | +52.8% | +221.8% | -169.0% | -15.3% |
| 10Y | +244.6% | +657.6% | -412.9% | +10.9% |
| All | +298.8% | +2,405.6% | -2,106.8% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling