-15.2%
TMUS vs MET
+23.7%
-38.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.9% |
| 7D | +3.6% | -1.2% | +4.7% | +4.2% |
| 30D | -3.4% | +3.2% | -6.6% | -5.3% |
| 3M | -9.5% | -1.1% | -8.4% | -8.4% |
| 6M | -15.2% | +25.0% | -40.2% | -23.9% |
| All | -15.2% | +23.7% | -38.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 6mo: compounded portfolio wealth divided by compounded MET 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…
6mo analysis · Full analysis span regression · 6 months rolling