+37.7%
TMUS vs LIN
+68.3%
-30.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +9.0% | +3.6% | +5.4% | +7.7% |
| 30D | -3.2% | +6.4% | -9.6% | -5.4% |
| 3M | -6.9% | +6.5% | -13.4% | -9.0% |
| 6M | -16.4% | +4.9% | -21.3% | -18.0% |
| YTD | -19.6% | +23.4% | -43.1% | -25.9% |
| 1Y | -19.9% | +26.3% | -46.2% | -26.8% |
| 3Y | +14.5% | +38.0% | -23.5% | +1.6% |
| 5Y | +37.7% | +68.0% | -30.3% | +9.7% |
| All | +37.7% | +68.3% | -30.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 5y: compounded portfolio wealth divided by compounded LIN 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…
5y analysis · Full analysis span regression · 6 months rolling