+328.1%
TMUS vs OMC
+34.5%
+293.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -0.3% | -5.8% | +5.5% | +1.1% |
| 30D | +3.1% | -4.8% | +8.0% | +4.3% |
| 3M | +2.4% | +9.2% | -6.8% | +0.1% |
| 6M | -17.1% | -2.5% | -14.6% | -16.9% |
| YTD | -9.1% | +2.6% | -11.6% | -10.6% |
| 1Y | -23.6% | +5.9% | -29.6% | -25.7% |
| 3Y | +38.8% | +14.2% | +24.7% | +30.3% |
| 5Y | +43.0% | +33.2% | +9.7% | +25.5% |
| All | +328.1% | +34.5% | +293.5% | +247.5% |
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