+293.7%
TMUS vs MKTX
+1,081.8%
-788.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +7.7% | +0.9% | +6.8% | +7.5% |
| 3M | -6.8% | +2.6% | -9.4% | -7.3% |
| 6M | -9.7% | +20.4% | -30.1% | -14.1% |
| YTD | -15.0% | -7.1% | -7.9% | -14.8% |
| 1Y | -19.1% | -2.8% | -16.4% | -19.9% |
| 3Y | +21.4% | -21.7% | +43.2% | +22.9% |
| 5Y | +51.2% | -54.5% | +105.7% | +67.6% |
| 10Y | +240.2% | +13.0% | +227.2% | +194.9% |
| All | +293.7% | +1,081.8% | -788.1% | +83.3% |
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 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