+320.5%
TMUS vs O
+504.4%
-183.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +5.3% | -1.9% | +7.1% | +5.9% |
| 3M | +3.1% | +3.8% | -0.7% | +1.9% |
| 6M | -16.5% | -4.7% | -11.7% | -15.1% |
| YTD | -9.2% | +12.5% | -21.6% | -12.6% |
| 1Y | -26.5% | +10.8% | -37.3% | -29.0% |
| 3Y | +39.0% | +28.8% | +10.2% | +26.6% |
| 5Y | +40.4% | +13.2% | +27.2% | +32.5% |
| 10Y | +303.7% | +53.5% | +250.2% | +225.5% |
| All | +320.5% | +504.4% | -183.9% | +97.9% |
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