+240.8%
TMUS vs HWM
+1,599.0%
-1,358.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +9.5% | -1.8% | +11.3% | +9.7% |
| 30D | +13.8% | -2.7% | +16.5% | +14.0% |
| 3M | -4.6% | -22.7% | +18.2% | -0.7% |
| 6M | -11.7% | -18.9% | +7.2% | -9.3% |
| YTD | -15.4% | +7.1% | -22.5% | -18.1% |
| 1Y | -16.1% | +4.7% | -20.8% | -18.5% |
| 3Y | +20.5% | +345.6% | -325.1% | -15.7% |
| 5Y | +48.7% | +588.3% | -539.5% | -6.4% |
| 10Y | +240.8% | +1,516.2% | -1,275.4% | +71.8% |
| All | +240.8% | +1,599.0% | -1,358.2% | +71.8% |
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