+47.5%
TMUS vs MKTX
-60.5%
+108.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | -1.3% | +40.8% | -42.1% | -4.9% |
| 6M | -13.6% | -8.0% | -5.6% | -12.5% |
| YTD | -8.8% | -8.7% | 0.0% | -7.6% |
| 1Y | -22.9% | -11.8% | -11.0% | -21.6% |
| 3Y | +36.7% | -24.0% | +60.7% | +38.7% |
| All | +47.5% | -60.5% | +108.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling