+33.0%
TMUS vs MKTX
-25.1%
+58.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | +0.1% | +1.0% | -0.9% | +0.1% |
| 3M | -0.6% | +40.8% | -41.4% | -2.0% |
| 6M | -17.5% | -10.9% | -6.7% | -16.2% |
| YTD | -11.3% | -8.6% | -2.7% | -10.0% |
| 1Y | -25.4% | -11.6% | -13.8% | -24.3% |
| All | +33.0% | -25.1% | +58.1% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling