+268.7%
TMUS vs LIN
+1,100.9%
-832.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.7% |
| 7D | +7.5% | +3.3% | +4.2% | +5.7% |
| 30D | -3.3% | +8.8% | -12.1% | -7.7% |
| 3M | -9.7% | +8.6% | -18.3% | -13.7% |
| 6M | -17.2% | +7.0% | -24.2% | -20.5% |
| YTD | -20.3% | +24.3% | -44.6% | -29.8% |
| 1Y | -21.2% | +27.3% | -48.5% | -31.6% |
| 3Y | +13.5% | +38.9% | -25.4% | -7.2% |
| 5Y | +36.5% | +69.4% | -32.9% | -3.3% |
| 10Y | +239.2% | +440.7% | -201.5% | +10.5% |
| All | +268.7% | +1,100.9% | -832.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling