+42.0%
TMUS vs IT
-40.5%
+82.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.2% | -2.8% |
| 7D | +0.1% | -6.0% | +6.1% | +0.9% |
| 30D | +5.3% | 0.0% | +5.2% | +5.1% |
| 3M | +3.1% | +13.1% | -9.9% | +0.5% |
| 6M | -16.5% | +11.7% | -28.1% | -18.7% |
| YTD | -9.2% | -26.1% | +16.9% | -5.7% |
| 1Y | -26.5% | -21.3% | -5.2% | -24.9% |
| 3Y | +39.0% | -46.7% | +85.8% | +49.1% |
| All | +42.0% | -40.5% | +82.5% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling