+310.8%
TMUS vs MKTX
+1,062.2%
-751.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | +0.1% | +1.0% | -0.9% | -0.1% |
| 3M | -0.6% | +40.8% | -41.4% | -8.5% |
| 6M | -17.5% | -10.9% | -6.7% | -16.6% |
| YTD | -11.3% | -8.6% | -2.7% | -10.8% |
| 1Y | -25.4% | -11.6% | -13.8% | -24.6% |
| 3Y | +35.5% | -24.5% | +60.1% | +37.8% |
| 5Y | +41.9% | -60.7% | +102.6% | +62.4% |
| 10Y | +317.8% | +5.1% | +312.7% | +267.9% |
| All | +310.8% | +1,062.2% | -751.4% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling