+52.8%
TMUS vs M
+0.2%
+52.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +8.2% | -3.3% | +11.5% | +8.4% |
| 30D | +13.4% | +8.1% | +5.3% | +12.7% |
| 3M | -3.0% | +2.2% | -5.3% | -3.3% |
| 6M | -8.8% | +35.1% | -43.9% | -10.7% |
| YTD | -13.8% | +15.8% | -29.7% | -15.0% |
| 1Y | -17.1% | +25.8% | -42.9% | -18.8% |
| 3Y | +22.7% | +156.2% | -133.6% | +8.3% |
| 5Y | +52.8% | -2.4% | +55.2% | +47.7% |
| All | +52.8% | +0.2% | +52.7% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling