+320.5%
TMUS vs M
-3.5%
+323.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.0% | -3.9% |
| 7D | +0.1% | +4.7% | -4.6% | -0.7% |
| 30D | +5.3% | -9.6% | +14.9% | +7.0% |
| 3M | +3.1% | +0.9% | +2.3% | +2.7% |
| 6M | -16.5% | +22.3% | -38.7% | -19.8% |
| YTD | -9.2% | +6.5% | -15.7% | -11.1% |
| 1Y | -26.5% | +38.8% | -65.2% | -31.6% |
| 3Y | +39.0% | +115.9% | -76.9% | +13.0% |
| 5Y | +40.4% | +28.6% | +11.7% | +17.9% |
| 10Y | +303.7% | -2.5% | +306.2% | +205.2% |
| All | +320.5% | -3.5% | +323.9% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling