+234.7%
TMUS vs M
+3.7%
+231.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +3.6% |
| 7D | +5.3% | +2.5% | +2.8% | +5.1% |
| 30D | +13.5% | +10.1% | +3.5% | +12.7% |
| 3M | -4.2% | -0.9% | -3.3% | -4.3% |
| 6M | -11.9% | +30.2% | -42.1% | -13.7% |
| YTD | -15.6% | +16.3% | -31.9% | -16.9% |
| 1Y | -16.8% | +27.0% | -43.7% | -18.7% |
| 3Y | +20.8% | +154.5% | -133.7% | +9.0% |
| 5Y | +48.0% | -1.1% | +49.1% | +41.5% |
| 10Y | +234.7% | +0.5% | +234.2% | +203.1% |
| All | +234.7% | +3.7% | +231.0% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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