-22.9%
TMUS vs KWEB
-35.0%
+12.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +3.0% |
| 7D | +0.4% | -5.6% | +6.0% | -0.1% |
| 30D | +3.5% | -10.7% | +14.2% | +2.6% |
| 3M | -1.3% | -7.4% | +6.1% | -1.8% |
| 6M | -13.6% | -19.3% | +5.7% | -15.7% |
| YTD | -8.8% | -27.8% | +19.0% | -12.9% |
| 1Y | -22.9% | -35.9% | +13.1% | -28.1% |
| All | -22.9% | -35.0% | +12.1% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling