+275.3%
TMUS vs M
-2.5%
+277.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.6% |
| 7D | +3.6% | -4.3% | +7.8% | +4.2% |
| 30D | -3.4% | +1.3% | -4.6% | -3.7% |
| 3M | -9.5% | -7.4% | -2.1% | -8.6% |
| 6M | -15.2% | +18.3% | -33.5% | -18.1% |
| YTD | -18.9% | +7.6% | -26.5% | -21.0% |
| 1Y | -17.7% | +17.4% | -35.1% | -21.2% |
| 3Y | +15.6% | +108.4% | -92.7% | -5.4% |
| 5Y | +38.9% | -10.6% | +49.5% | +26.3% |
| 10Y | +245.3% | -3.2% | +248.4% | +161.6% |
| All | +275.3% | -2.5% | +277.8% | +107.7% |
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