+309.1%
TMUS vs O
+50.0%
+259.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +3.1% | -2.0% | +5.1% | +3.8% |
| 3M | +2.4% | +3.0% | -0.6% | +1.6% |
| 6M | -17.1% | -3.6% | -13.4% | -16.1% |
| YTD | -9.1% | +12.1% | -21.1% | -12.2% |
| 1Y | -23.6% | +8.9% | -32.5% | -25.6% |
| 3Y | +38.8% | +30.3% | +8.5% | +27.0% |
| 5Y | +43.0% | +13.7% | +29.2% | +35.5% |
| 10Y | +309.1% | +50.3% | +258.8% | +274.4% |
| All | +309.1% | +50.0% | +259.1% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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