+275.3%
TMUS vs IT
+656.5%
-381.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.2% |
| 7D | +3.6% | -16.9% | +20.5% | +9.8% |
| 30D | -3.4% | +2.3% | -5.7% | -4.5% |
| 3M | -9.5% | +2.9% | -12.3% | -11.4% |
| 6M | -15.2% | +25.9% | -41.0% | -24.3% |
| YTD | -18.9% | -24.6% | +5.7% | -15.3% |
| 1Y | -17.7% | -16.0% | -1.7% | -17.5% |
| 3Y | +15.6% | -51.6% | +67.2% | +35.4% |
| 5Y | +38.9% | -42.6% | +81.6% | +46.7% |
| 10Y | +245.3% | +103.6% | +141.7% | +94.1% |
| All | +275.3% | +656.5% | -381.2% | +7.0% |
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