-19.1%
TMUS vs OMC
+24.0%
-43.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +4.9% | +1.9% | +3.0% | +4.6% |
| 30D | +7.7% | +12.2% | -4.5% | +5.9% |
| 3M | -6.8% | +0.6% | -7.4% | -7.2% |
| 6M | -9.7% | +21.0% | -30.7% | -11.2% |
| YTD | -15.0% | +12.4% | -27.3% | -16.4% |
| 1Y | -19.1% | +25.4% | -44.5% | -19.9% |
| All | -19.1% | +24.0% | -43.1% | -19.9% |
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