+320.5%
TMUS vs ITW
+716.6%
-396.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +0.1% | -3.6% | +3.6% | +2.0% |
| 30D | +5.3% | -9.1% | +14.4% | +10.6% |
| 3M | +3.1% | +8.2% | -5.1% | -1.5% |
| 6M | -16.5% | -4.8% | -11.7% | -14.9% |
| YTD | -9.2% | +11.0% | -20.2% | -15.1% |
| 1Y | -26.5% | +4.2% | -30.7% | -29.2% |
| 3Y | +39.0% | +17.3% | +21.7% | +23.0% |
| 5Y | +40.4% | +33.0% | +7.4% | +12.9% |
| 10Y | +303.7% | +182.3% | +121.4% | +91.1% |
| All | +320.5% | +716.6% | -396.1% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling