+290.8%
TMUS vs IT
+660.1%
-369.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +4.0% |
| 7D | +5.3% | -18.8% | +24.1% | +12.5% |
| 30D | +13.5% | -0.1% | +13.6% | +13.0% |
| 3M | -4.2% | +2.9% | -7.2% | -6.3% |
| 6M | -11.9% | +20.4% | -32.3% | -20.1% |
| YTD | -15.6% | -24.3% | +8.7% | -11.9% |
| 1Y | -16.8% | -17.2% | +0.4% | -16.2% |
| 3Y | +20.8% | -52.4% | +73.2% | +42.4% |
| 5Y | +48.0% | -43.7% | +91.7% | +57.6% |
| 10Y | +234.7% | +90.3% | +144.4% | +94.0% |
| All | +290.8% | +660.1% | -369.3% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling