+317.5%
TMUS vs KWEB
-19.7%
+337.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | +0.4% | -5.6% | +6.0% | +1.1% |
| 30D | +3.5% | -10.7% | +14.2% | +4.9% |
| 3M | -1.3% | -7.4% | +6.1% | -0.5% |
| 6M | -13.6% | -19.3% | +5.7% | -11.6% |
| YTD | -8.8% | -27.8% | +19.0% | -5.5% |
| 1Y | -22.9% | -35.9% | +13.1% | -19.1% |
| 3Y | +36.7% | -1.9% | +38.7% | +32.8% |
| 5Y | +46.6% | -43.2% | +89.8% | +54.1% |
| All | +317.5% | -19.7% | +337.2% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling