+237.8%
TMUS vs HWM
+1,487.1%
-1,249.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +4.9% | +7.3% | -2.4% | +3.6% |
| 30D | +7.7% | +1.6% | +6.1% | +7.1% |
| 3M | -6.8% | -21.9% | +15.1% | -3.2% |
| 6M | -9.7% | -19.0% | +9.4% | -7.1% |
| YTD | -15.0% | +7.9% | -22.9% | -17.8% |
| 1Y | -19.1% | +9.9% | -29.1% | -22.2% |
| 3Y | +21.4% | +342.1% | -320.7% | -14.8% |
| 5Y | +51.2% | +600.8% | -549.6% | -5.2% |
| All | +237.8% | +1,487.1% | -1,249.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling