-16.1%
TMUS vs OMC
+24.9%
-41.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +9.5% | +6.8% | +2.7% | +8.4% |
| 30D | +13.8% | +16.2% | -2.4% | +11.3% |
| 3M | -4.6% | +6.0% | -10.6% | -5.6% |
| 6M | -11.7% | +17.7% | -29.4% | -13.4% |
| YTD | -15.4% | +13.5% | -28.8% | -16.9% |
| 1Y | -16.1% | +27.2% | -43.3% | -17.1% |
| All | -16.1% | +24.9% | -41.0% | -17.1% |
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