+240.8%
TMUS vs IT
+88.3%
+152.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +9.5% | -7.5% | +17.0% | +11.4% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | -4.6% | -2.2% | -2.4% | -4.7% |
| 6M | -11.7% | +19.1% | -30.8% | -17.0% |
| YTD | -15.4% | -25.1% | +9.7% | -11.7% |
| 1Y | -16.1% | -17.4% | +1.2% | -14.9% |
| 3Y | +20.5% | -54.1% | +74.6% | +39.9% |
| 5Y | +48.7% | -42.7% | +91.4% | +55.7% |
| 10Y | +240.8% | +88.1% | +152.6% | +115.5% |
| All | +240.8% | +88.3% | +152.5% | +115.5% |
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