+41.0%
TMUS vs M
-11.5%
+52.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.2% |
| 7D | +3.6% | -4.3% | +7.8% | +3.8% |
| 30D | -3.4% | +1.3% | -4.6% | -3.5% |
| 3M | -9.5% | -7.4% | -2.1% | -9.1% |
| 6M | -15.2% | +18.3% | -33.5% | -16.3% |
| YTD | -18.9% | +7.6% | -26.5% | -19.6% |
| 1Y | -17.7% | +17.4% | -35.1% | -19.0% |
| 3Y | +15.6% | +108.4% | -92.7% | +4.4% |
| All | +41.0% | -11.5% | +52.4% | +36.9% |
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