-16.3%
TMUS vs M
+25.7%
-42.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +3.8% |
| 7D | +5.3% | +2.5% | +2.8% | +5.1% |
| 30D | +13.5% | +10.1% | +3.5% | +13.1% |
| 3M | -4.2% | -0.9% | -3.3% | -4.9% |
| 6M | -11.9% | +30.2% | -42.1% | -10.2% |
| YTD | -15.6% | +16.3% | -31.9% | -14.4% |
| All | -16.3% | +25.7% | -42.0% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling