-21.2%
TMUS vs OMC
+24.5%
-45.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.2% |
| 7D | +7.5% | +12.5% | -5.0% | +5.6% |
| 30D | -3.3% | +16.3% | -19.6% | -5.5% |
| 3M | -9.7% | +8.1% | -17.7% | -10.9% |
| 6M | -17.2% | +17.2% | -34.4% | -18.7% |
| YTD | -20.3% | +11.8% | -32.1% | -21.5% |
| 1Y | -21.2% | +23.9% | -45.1% | -22.3% |
| All | -21.2% | +24.5% | -45.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling