+287.3%
TMUS vs HWM
+1,494.1%
-1,206.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +5.3% | -11.0% | +16.2% | +7.3% |
| 3M | +3.1% | +4.0% | -0.9% | +1.9% |
| 6M | -16.5% | -0.2% | -16.2% | -17.1% |
| YTD | -9.2% | +26.7% | -35.8% | -14.1% |
| 1Y | -26.5% | +44.7% | -71.2% | -32.5% |
| 3Y | +39.0% | +426.1% | -387.1% | -4.8% |
| 5Y | +40.4% | +738.5% | -698.1% | -14.2% |
| All | +287.3% | +1,494.1% | -1,206.8% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling