+275.3%
TMUS vs O
+488.3%
-213.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +3.6% | +3.7% | -0.1% | +2.3% |
| 30D | -3.4% | +11.2% | -14.6% | -6.6% |
| 3M | -9.5% | -4.0% | -5.5% | -8.2% |
| 6M | -15.2% | -5.2% | -9.9% | -13.6% |
| YTD | -18.9% | +9.5% | -28.4% | -21.3% |
| 1Y | -17.7% | +10.6% | -28.3% | -20.4% |
| 3Y | +15.6% | +38.1% | -22.5% | +3.1% |
| 5Y | +38.9% | +10.2% | +28.7% | +32.4% |
| 10Y | +245.3% | +71.4% | +173.9% | +168.2% |
| All | +275.3% | +488.3% | -213.0% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling