-25.4%
TMUS vs OMC
+2.6%
-28.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.9% |
| 7D | -5.3% | -4.2% | -1.1% | -4.7% |
| 30D | +0.1% | -7.5% | +7.6% | +1.2% |
| 3M | -0.6% | +4.6% | -5.2% | -0.7% |
| 6M | -17.5% | -4.8% | -12.7% | -17.4% |
| YTD | -11.3% | -1.0% | -10.2% | -10.6% |
| 1Y | -25.4% | +3.8% | -29.2% | -25.3% |
| All | -25.4% | +2.6% | -28.0% | -25.3% |
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