+41.0%
TMUS vs HWM
+522.0%
-481.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.6% |
| 7D | +3.6% | +3.3% | +0.3% | +3.0% |
| 30D | -3.4% | -7.6% | +4.2% | -2.7% |
| 3M | -9.5% | -28.9% | +19.5% | -5.8% |
| 6M | -15.2% | -19.7% | +4.5% | -13.6% |
| YTD | -18.9% | +0.5% | -19.5% | -20.8% |
| 1Y | -17.7% | +0.3% | -18.0% | -19.7% |
| 3Y | +15.6% | +325.8% | -310.2% | -22.2% |
| All | +41.0% | +522.0% | -481.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling