+234.7%
TMUS vs HWM
+1,636.6%
-1,401.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -0.9% | +3.3% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | +13.5% | -3.9% | +17.5% | +14.0% |
| 3M | -4.2% | -23.2% | +19.0% | -0.3% |
| 6M | -11.9% | -20.0% | +8.1% | -9.3% |
| YTD | -15.6% | +5.7% | -21.3% | -18.1% |
| 1Y | -16.8% | +4.9% | -21.6% | -19.2% |
| 3Y | +20.8% | +347.0% | -326.2% | -15.4% |
| 5Y | +48.0% | +563.0% | -515.0% | -6.0% |
| 10Y | +234.7% | +1,579.2% | -1,344.4% | +69.7% |
| All | +234.7% | +1,636.6% | -1,401.9% | +69.7% |
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