+21.4%
TMUS vs KWEB
-5.9%
+27.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.9% | -7.8% | +12.7% | +4.6% |
| 30D | +7.7% | -6.4% | +14.2% | +7.4% |
| 3M | -6.8% | -14.6% | +7.8% | -7.1% |
| 6M | -9.7% | -25.0% | +15.4% | -10.3% |
| YTD | -15.0% | -32.7% | +17.7% | -15.7% |
| 1Y | -19.1% | -37.3% | +18.2% | -19.9% |
| 3Y | +21.4% | -5.9% | +27.3% | +21.0% |
| All | +21.4% | -5.9% | +27.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling