+240.8%
TMUS vs OMC
+56.4%
+184.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +9.5% | +6.8% | +2.7% | +7.7% |
| 30D | +13.8% | +16.2% | -2.4% | +9.6% |
| 3M | -4.6% | +6.0% | -10.6% | -6.1% |
| 6M | -11.7% | +17.7% | -29.4% | -15.4% |
| YTD | -15.4% | +13.5% | -28.8% | -18.8% |
| 1Y | -16.1% | +27.2% | -43.3% | -22.1% |
| 3Y | +20.5% | +30.4% | -9.9% | +9.4% |
| 5Y | +48.7% | +53.5% | -4.8% | +26.2% |
| 10Y | +240.8% | +57.0% | +183.8% | +174.3% |
| All | +240.8% | +56.4% | +184.4% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling