+272.0%
TMUS vs KEY
+9.9%
+262.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.5% |
| 7D | +9.0% | -2.5% | +11.5% | +9.6% |
| 30D | -3.2% | +4.1% | -7.3% | -4.1% |
| 3M | -6.9% | -8.4% | +1.5% | -5.1% |
| 6M | -16.4% | -2.3% | -14.1% | -16.1% |
| YTD | -19.6% | +4.6% | -24.2% | -20.9% |
| 1Y | -19.9% | +24.6% | -44.5% | -24.4% |
| 3Y | +14.5% | +112.8% | -98.3% | -7.2% |
| 5Y | +37.7% | +12.9% | +24.8% | +23.7% |
| 10Y | +242.2% | +126.7% | +115.6% | +138.0% |
| All | +272.0% | +9.9% | +262.1% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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