+317.5%
TMUS vs MKTX
+5.0%
+312.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +3.5% | +0.7% | +2.8% | +3.4% |
| 3M | -1.3% | +40.8% | -42.1% | -7.3% |
| 6M | -13.6% | -8.0% | -5.6% | -12.8% |
| YTD | -8.8% | -8.7% | 0.0% | -7.8% |
| 1Y | -22.9% | -11.8% | -11.0% | -21.7% |
| 3Y | +36.7% | -24.0% | +60.7% | +39.0% |
| 5Y | +46.6% | -60.3% | +106.9% | +66.2% |
| All | +317.5% | +5.0% | +312.5% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling