+317.8%
TMUS vs IT
+88.4%
+229.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -5.3% | -9.1% | +3.8% | -3.3% |
| 30D | +0.1% | -12.2% | +12.2% | +2.9% |
| 3M | -0.6% | +7.8% | -8.4% | -3.7% |
| 6M | -17.5% | +2.0% | -19.5% | -19.6% |
| YTD | -11.3% | -32.7% | +21.5% | -4.6% |
| 1Y | -25.4% | -31.1% | +5.7% | -20.8% |
| 3Y | +35.5% | -52.1% | +87.6% | +53.5% |
| 5Y | +41.9% | -46.3% | +88.2% | +50.1% |
| 10Y | +317.8% | +91.4% | +226.5% | +160.6% |
| All | +317.8% | +88.4% | +229.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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