+51.8%
TMUS vs ITW
+35.5%
+16.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +4.9% | +2.3% | +2.6% | +4.1% |
| 30D | +7.7% | +6.7% | +1.0% | +5.5% |
| 3M | -6.8% | -0.5% | -6.2% | -6.7% |
| 6M | -9.7% | +16.4% | -26.1% | -14.1% |
| YTD | -15.0% | +19.0% | -33.9% | -20.0% |
| 1Y | -19.1% | +20.2% | -39.3% | -24.3% |
| 3Y | +21.4% | +33.1% | -11.7% | +7.6% |
| All | +51.8% | +35.5% | +16.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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