+320.5%
TMUS vs IT
+641.8%
-321.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.2% | -1.9% |
| 7D | +0.1% | -6.0% | +6.1% | +2.1% |
| 30D | +5.3% | 0.0% | +5.2% | +4.9% |
| 3M | +3.1% | +13.1% | -9.9% | -3.0% |
| 6M | -16.5% | +11.7% | -28.1% | -22.1% |
| YTD | -9.2% | -26.1% | +16.9% | -3.6% |
| 1Y | -26.5% | -21.3% | -5.2% | -24.6% |
| 3Y | +39.0% | -46.7% | +85.8% | +56.8% |
| 5Y | +40.4% | -40.5% | +80.9% | +46.4% |
| 10Y | +303.7% | +103.9% | +199.8% | +128.0% |
| All | +320.5% | +641.8% | -321.4% | +21.7% |
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