+20.5%
TMUS vs HWM
+349.8%
-329.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +9.5% | -1.8% | +11.3% | +9.5% |
| 30D | +13.8% | -2.7% | +16.5% | +13.7% |
| 3M | -4.6% | -22.7% | +18.2% | -4.1% |
| 6M | -11.7% | -18.9% | +7.2% | -11.4% |
| YTD | -15.4% | +7.1% | -22.5% | -16.6% |
| 1Y | -16.1% | +4.7% | -20.8% | -17.2% |
| 3Y | +20.5% | +345.6% | -325.1% | +10.8% |
| All | +20.5% | +349.8% | -329.3% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling